Roast the peppers over the flame of a gas burner, on a hot grill, or under the broiler, until the skin is black and charred. Remove from the heat and place in a large bowl. Cover with plastic wrap and let sit until cool enough to handle, about 15 to 20 minutes. With clean paper towels, wipe off the skin. Remove the stems and seeds and discard. If necessary, briefly rinse under cold water to remove any remaining charred skin. Dice the roasted peppers and set aside.
In a large pot, bring salted water to a boil. Heat a large saute pan over medium-high heat. Add the olive oil. When the oil is hot, add the onion and cook just until translucent, but not browned, about 5 minutes. Add the reserved peppers and saute for 3 minutes.
Blanch the orzo in the boiling water for 4 to 5 minutes, or until beginning to cook, but still very al dente. Drain the orzo, reserving the pasta water, and add to the pepper mixture. Add 1 cup of the reserved pasta water and cook, stirring, until creamy and the pasta is cooked tender. Finish with another 1/4 cup pasta water if the mixture is too thick. Stir in the olives and goat cheese and mix until the goat cheese is melted. Season with salt and pepper, to taste. Thin with pasta water if the mixture is too thick.
Garnish with parsley, olives, and a drizzle of olive oil.