Preheat the oven to 200C and line a large baking tray or roasting tin with foil.
Cut the peppers in half lengthways, remove the seeds and place cut-side-up on the foil. Bake for for 15 minutes. Remove the peppers and turn the oven off.
Rinse and drain the bulgur wheat then place in a saucepan and cover with 250 ml cold water. Bring to the boil over a medium heat then cover and leave to simmer for 15 minutes until tender (or cook as per the packet instructions if they differ). Rinse in a sieve under cold water to cool.
Meanwhile, chop the olives and sun dried tomato into little chunks. Cut the chilli in half lengthways, remove the seeds and slice finely. Finely chop the herbs.
Put the cooked bulgur wheat in a bowl. Add the olives, sundried tomato, herbs, some of the chilli and half the lemon juice, crumble in about 50 g cheese and stir together. Taste and add more chilli and / or lemon juice if you think it needs it, and season with black pepper to taste (I find the cheese salty enough but add a little salt if you want to).
Preheat the grill. Spoon the filling into the roasted peppers, crumble a little more cheese on top, then place under the grill (a little way below - not directly under, to avoid burning) for 5-10 minutes until the cheese is lightly browned.
You can make everything in advance and grill when ready to eat.
Also good with cous cous or quinoa.