Preheat an overhead grill (broiler) on its highest setting.
Place whole capsicum (peppers) on a tray and cook until the skin is really black, about 5 minutes or so.
Rotate so the next side gets exposed to the heat. Repeat until all sides are well blackened.
Place hot peppers in a heatproof bowl and cover with the tray or cling wrap. Allow to cool so you can touch them.
Peel peppers, discarding the blackened skins and any seeds. Pack into super clean glass jars while still hot and cover with a little olive oil if you prefer to keep them for longer.