Preheat the oven to 190℃ /170℃ fan/gas mark 5. Cut the peppers in half, cutting through the stems. Remove the core and seeds and place cut side up in a roasting tin.
Divide the tomatoes and garlic equally between the pepper halves.
Place the oil in a small bowl with the vinegar and anchovies. Season with pepper and whisk to combine with a fork. Spoon over the peppers.
Scatter a fresh thyme leaves or torn basil leaves over the peppers and roast in the oven for 40 minutes.
Serve with the juices spooned over and plenty of fresh bread for mopping the juices up.