Roast the peppers on a baking sheet for 20 minutes until the skin blisters. Take the pods out of the oven, place them in a bowl and cover with cling film. After they have cooled down, peel off the skin, quarter the pods, remove the seeds and the seed strips.
Place two red and two yellow pepper quarters on a plate. Spread the garlic, capers, anchovy fillets, oregano and a little salt on the pepper quarters and drizzle everything with olive oil.