Preheat the oven to 225 degrees celsius. While waiting for the oven to get warm, brush a baking sheet with oil. Cut the paprikas in half, and place them on the baking sheet with the open side facing down.
Roast them in the oven for 20-30 minutes, or until the skin of the paprika looks charred and soft. Take out of the oven, and let cool for a few minutes. When they are cold enough to handle, peel off the skin and chop them up in smaller pieces.