Preheat your oven to 190°C / 375°F.
Place the pepper halves cut-side up in a lightly oiled roasting tin, snug enough to hold their shape during roasting.
Divide the cherry tomatoes, feta, olives, and garlic slices among the pepper halves, pressing them gently into each cavity. Tuck in the anchovy fillets if using.
Drizzle generously with extra virgin olive oil and season with freshly ground black pepper. Hold back on the salt as the feta and anchovies are already salty.
Roast for 50 minutes to 1 hour until the peppers are completely tender and beginning to char at the edges, and the feta has taken on a little colour.
Transfer to a serving platter with all the roasting juices poured over. Finish with fresh basil and caperberries if using.
Serve warm or at room temperature with crusty bread.