1. Roast the peppers over a gas flame or grill or broil them, turning with tongs, until charred all over, about 10 minutes. When the peppers are cool enough to handle, pull off the skin. Remove the stems, seeds, and ribs. Cut the peppers lengthwise into 1/2-inch strips.
2. In a large glass or stainless-steel bowl, using a fork, stir together the lemon juice, anchovy paste, vinegar, salt, and pepper. Stir in the oil. Add the peppers and capers and toss.
Variations: Use halved and pitted olives in addition to or instead of the capers: Add a sprinkling of chopped fresh basil. Toss in a chopped tomato: Use three chopped anchovy fillets instead of the paste: Add a small can of drained tuna.
Shortcut: To roast the peppers quickly and with little mess, stand them upright and cut the flesh from each of the four sides, leaving the stem, seeds, and core behind. Put the peppers on an aluminum-foil-lined baking sheet, cut-side down, and broil until charred. Peel off the blackened skin.