How to Make It
Combine first 4 ingredients in a small bowl. Let stand 15 minutes.
Place bell peppers on a foil-lined baking sheet. Broil 18 minutes or until blackened on all sides, turning occasionally. Wrap bell peppers in foil; let stand 10 minutes. Peel and seed bell peppers; halve lengthwise. Arrange pepper halves, cut sides up, on a platter. Top each pepper half with 1 cheese slice; fold pepper over cheese. Top evenly with anchovy fillets. Sprinkle with salt, black pepper, and olives. Drizzle oil mixture evenly over peppers.