Heat a large cast-iron skillet over high heat for 5 minutes. Your grill works well for this.
Combine peppers and oil in a bowl, toss to combine.
Using tongs arrange peppers in a single layer in the pan. Cook, undisturbed, for about 3 minutes until skin is blackened and charred. Turn peppers and cook for 3 additional minutes, undisturbed. Continue until peppers are blackened all over.
Transfer to a pan, season with salt and pepper. Enjoy!