How to Make It
Preheat the broiler. Roast the peppers as close to the heat as possible for about 10 minutes, turning, until charred and blistered all over. Transfer the peppers to a bowl, cover and let cool. Lower the oven temperature to 400°.
Peel the peppers and cut them into thin strips; discard the cores and seeds. In a mortar, crush the anchovies to a coarse paste with the garlic, peppercorns and salt. Transfer to a bowl and stir in the olive oil, capers and roasted peppers.
Arrange the cod on a baking sheet and spread the pepper mixture evenly over each fillet. Roast the cod for about 10 minutes, or until the flesh flakes easily. Sprinkle with the parsley and serve with the lemon wedges on the side.