Preheat a broiler or grill. Place the peppers on the grill and cook them until they are BLACK on the outside. Yeah that's right BURN THEM! When the peppers are black on all sides remove them from the heat and place them in an enclosed environment, either a paper bag or a bowl covered with plastic wrap. Let them sit until they are cool. This can be done a day ahead.
Using your fingers scrape all the black off the outside of the peppers. Remove the stem and the seeds as well. This is a messy job, accept it and move on. If needed, you can use a damp paper towel. Rinsing the peppers washes away all of the sweet pepper juices.
Once the peppers are clean, cut the peppers into strips that are about 1 inch wide. Place about a teaspoon of goat cheese at one end of each pepper strip. Sprinkle cheese with a pinch of the crushed red pepper, pimenton and salt. Roll up each pepper strip around the cheese and garnish with chopped chives.
Recipe courtesy of Anne Burrell