Preheat the oven to 400 degrees F or 200 degrees C.
Cut the peppers in half and pull out the membranes and the seeds.
Put them on a baking sheet and drizzle some oil over them.
Sprinkle the peppers with salt and pepper.
Rub the seasoned oil over the peppers so they are nice and coated.
Mix herbs/spices/lemon juice into the cheese if you want.
Bake for 10 minutes, then stuff with the cheese.
Alternatively you can fill them before baking if you want a creamier, runnier filling.
Serve warm from the oven or chilled, as you prefer.