I've roasted peppers for many years. I just place them whole on a shallow pan and broil them until the skins are blackened on all sides. Then, place the peppers in a paper bag for a few minutes. After that you can easily peel the skins off and remove the seeds and stem. They will be very juicy and softened.
Then you can cut the peppers and use them however you want. I like to make a salad with the peppers, olive oil, chopped parsley, a bit of fresh crushed garlic, salt, pepper and black oil cured olives. Mix together and marinate in the fridge a couple hours.
If you prefer to roast pre-sliced peppers, coat them in oil or salad dressing before grilling. You can also grill/broil them on a skewer along with other veggies to keep them moister.