For the cheese base: Beat the mayonnaise and cream cheese in the bowl of a stand mixer. Stir in the Cheddar by hand until well combined. Taste and season with salt and pepper. Divide the mixture among three bowls.
For the shishito pepper: Preheat the oven to 500 degrees F. Place a 10-inch cast-iron skillet in the oven to heat up.
Toss the shishitos with the vegetable oil. Very carefully remove the skillet from the oven and add the peppers. Return to the oven and cook until the skins start to color on the bottom, about 3 minutes. Stir and continue to cook until the skins are golden and blistered in spots, about 3 more minutes. Remove from the oven and let cool, then seed and chop.
Fold the shishitos and sesame oil into the first bowl of cheese base; stir gently to combine. Season with salt and pepper, and garnish with the sesame seeds.
For the pickled pimento: In the second bowl, fold the piquillos, banana peppers and dill pickles into the base. Taste and adjust the seasoning.
For the roasted red pepper: In the third bowl, fold the red peppers into the base; stir gently to combine.