Bake bell peppers on an aluminum foil-lined baking sheet at 500° for 20 minutes or until bell peppers look blistered, turning once. Place bell peppers in a zip-top plastic bag; seal and let stand 10 minutes to loosen skins. Peel bell peppers; remove and discard seeds.
Sauté shallots in hot oil in a skillet over medium-high heat until softened. Remove from heat; stir in dill.
Process peppers, shallot mixture, broth, and remaining ingredients in a blender until smooth. Prep: 20 min., Bake: 20 min., Stand: 10 min.