To roast peppers without mess, broil halved, seeded peppers skin-side up on a foil-lined baking sheet that's been sprayed with cooking spray. Once the peppers are blackened, fold the ends of the foil up over the peppers until they meet; fold them over once or twice to make a tight seal. Then fold in the sides.
When the peppers are cool, open the foil and remove the blackened skins, leaving them on the foil. The foil with skins can be crumpled up and thrown away.