Roast the pepper over gas flame or under broiler until blistered. Cool and peel, discarding seeds and stems.
Preheat the oven to 450 degrees F or a grill to high heat.
Sprinkle pepper on the vegetables and roast in very hot oven or on grill until they start to brown. Cut into small pieces. Arrange 1/2 cheese slices on shallow ovenproof platter or casserole and arrange vegetables over cheese. Cover with remaining cheese and bake in very hot oven until bubbling. Serve at once with baguette slices or tortilla chips.