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Place bell peppers directly on gas stovetop (if you have an electric stove-top, preheat oven to 375, rub the peppers with coconut or olive oil, place on a baking sheet and bake for one hour, turning every 20 minutes), with each pepper on its own burner.
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Turn burners on and roast the peppers until completely black on the outside, flipping as needed. This process takes about 10 minutes.
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Once charred, place peppers in large heat-proof bowl and cover with a plate. Let peppers steam themselves for 5-10 minutes, then peel away charred skin, remove stem, seeds and ribs, and roughly chop bell peppers. Set aside.
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Over medium-low heat in a stock pot, melt the coconut oil and gently cook the garlic until fragrant, about 1-2 minutes. Take care to not burn the garlic, as it would taste unpleasant and bitter.
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Add in cumin and cayenne and saute for another 30 seconds.
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Add in bell peppers and stock. Cook for 20 minutes, until bell peppers are soft.
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Blend with an immersion blender in the pot, or allow to cool a bit and blend with a blender. Stir in coconut milk and season to taste with sea salt.