Preheat the oven to 400 °F. Trim the peppers, removing their tops, seeds and any filaments. Wash and drain them and cut them into large slices. Slice the onions into wedges. Place the peppers in a roasting pan that can go from the oven to the table, add the onion wedges, olives, capers, 6 Tbsp. extra-virgin olive oil and a pinch of salt. Bake for around 30 minutes. Remove from the oven and finish the dish with some finely-chopped fresh oregano and serve immediately.