Roasting capsicums until their skins slide right off is a great way to ensure they come out sweet and velvety, but you can get soft, silky capsicums without the extra heat; you just have to peel them first. Photo by Tim Sackton.
Peeling capsicums (with a vegetable peeler, like you would anything else) is something that the late, great Marcella Hazan insisted upon, and she was not one for fussy extra steps. By relieving the peppers of their skin, you are removing a barrier, allowing them to release as much of their delicious juices as possible and to reach a place Epicurious describes as "melting tenderness".
In typical Hazan fashion, there's no need to be overly precious with your peeling. Don't obsess about getting every little piece of skin out of every corner, just run your vegetable peeler down the flat portions of the capsicum, and chop as usual.
How to Peel Red Peppers Without Roasting Them [Epicurious]