Piquillo peppers are fire-roasted, spicy-sweet peppers imported from Spain, and are available in specialty stores or online (see page 172). If unavailable, substitute a small roasted red bell pepper.
Combine mayonnaise and next 7 ingredients in a medium bowl; gently stir in crabmeat. Fill peppers with crabmeat mixture, and place on a baking sheet. Bake at 375° for 5 to 7 minutes or until thoroughly heated.