I roast red bell peppers all the time. I use a number of methods, but most typically I slice them in half longitudinally, roast at 450F cut side down on a foil lined sheet tray treated with non-stick spray until they are thoroughly blackened and blistered. Straight out of the oven I put them in a sealed Tupperware type container (to steam) until they are cool enough to handle, then the blackened skins come right off. Easy, and I love the results.
I'd love to do the same kind of thing with smaller, sometimes hotter peppers (jalapeno, serrano, poblano and even habanero), but my attempts have always failed. The outermost skin doesn't blister away from the "meat" of the pepper the way it does for bell peppers, and by the time the skins are blackened, the meat of the pepper is mush.
The biggest problem seems to be that the bell pepper has a thick, meaty, juicy (ready to generate steam) wall, while the other peppers do not. I can get that roasted caramelization effect easily with any pepper, but I'd like to eliminate most of the peel while maintaining some of the structure of the pepper. Does anyone know of a way to pull this off? (so to speak)