Twice in the past week I've made a roasted pepper appetizer. It's really quite simple, I got the basic recipe from my Williams Sonoma Entertaining book. You either buy roasted peppers, or roast and peel them yourself (quite easy to do).
The filling is essentially herbed goat cheese. The recipe calls for mixing in fresh herbs yourself, but I just bought herbed goat cheese. The first time, I used the cheese straight from the package, but it was pretty hard to spread, and the peppers can be kind of delicate. So the second time, I mixed in a little cream cheese and then enough milk to soften the mixture and make it spreadable.
Spread a thin layer of the cheese mixture on the peppers, and roll them up into logs. Refrigerate for about 4 hours (or however long you have), then slice them into bite-sized pieces.
Loris personalized them by adding a drizzle of olive oil and some fresh-cracked pepper, which was divine. I just ate the leftovers for lunch =)