Preheat a grill on high. Grease the bell peppers all over with the olive oil, then grill them over high heat, turning occasionally, until extra-soft, charred, and collapsing, about 15 minutes. Immediately transfer to a paper bag or bowl with a tight-fitting lid, close tightly, let rest for 15 minutes, then remove and discard the skin and seeds, and cut the peppers into thick slices.