I took this recipe from Signora Tavani's entertaining Casalinghe … si diventa! (that loosely translates into 'Everyone can become an housewife'), with the kind permission of Panozzo Editore, Rimini. And actually my grannie too follows a similar recipe (and I have previously in this column praised this holy woman for her culinary abilities!).
An alternative way to prepare the peppers is with a pressure cooker. They come out less roasted but I find that this technique sweetens them and makes them more digestible, or stomach-friendly. Furthermore, I get a nice broth-like sort of gravy that I can save and use the next day (for example to prepare succulent crayfish).

What you need:

4 medium sized peppers (for aesthetic effect get different colours)
300 gr. mixed mince
20 deseeded black olives
3 tablespoons grated Parmesan cheese
2 tablespoons breadcrumbs
milk
white wine
salt, olive oil

How you do it:

In a bowl mix well mince, olives, cheese, breadcrumbs, salt and a little milk. Wash and cut in halves the peppers, empty them and fill them with the mix you have prepared.
Oil an oven tin, lay the peppers on it and drizzle with olive oil. Cook in a pre-heated oven at 200°C for around 40 minutes.

My grannie actually does not cut them in halves, but just takes off the green 'cap', filling the whole pepper through this hole.

Franita's variant: as mentioned, instead of baking the peppers, after you have filled with the meaty mix (to which I add an handful of capers), you could prepare them in a pressure cooker. In this case, firstly heat a little oil in the open pot, sizzle the peppers until lightly brown (turn them frequently, being careful not to break them), then add 2-3 big glasses of water and a crumble vegetable cube, close the cooker and let steam for about 20 minutes from the whistle. Open the cooker, and with a ladle scoop away some of the broth. Let coagulate the rest of the sauce until the desired thickness.