1: Set up the grill for direct grilling and preheat it to high. There is no need to brush or oil the grill grate.

2: Skewer the peppers through their sides, alternating colors. Brush with olive oil and season with salt and pepper. Arrange the skewers on the grill grate and grill until the skins blister and brown or blacken in places, 6 to 8 minutes in all. Transfer the grilled peppers to a cutting board. Let them cool slightly, then carefully remove the peppers from the skewers. Serve with the lamb.