Roasting chilies and peppers adds a smoky flavor that can enhance any recipe or be served as an appetizer or side dish. Many people buy roasted peppers and chilies in cans, but it's so easy to do and the flavor is so much better, that you really should roast your own. Though you can use a lot of different cooking equipment to roast a pepper it is best done over a live fire, like that from your gas or charcoal grill.