Cut peppers in half lengthwise; discard seeds and membranes. Place pepper halves, skin sides up, on a foil-lined baking sheet; flatten with hand. Broil 10 minutes or until blackened. Place in a zip-top plastic bag; seal. Let stand 10 minutes. Peel and cut pepper halves into 1/2-inch-wide strips.
Heat oil in a large nonstick skillet over medium-high heat. Add capers, rosemary, thyme, and garlic; sauté 1 minute. Reduce heat to medium. Add sherry; cook 1 minute. Add pepper strips and salt; cook 2 minutes or until thoroughly heated. Serve warm or at room temperature.