Place the peppers on a baking sheet and drizzle with the oil. Season to taste and bake in the oven for 5 minutes or until soft.
In a bowl, combine the goat's cheese and the herbs. Season to taste.
Spoon the cheese mix into the pepper halves. (Note this can all be done in advance and can be kept to one side until required - if there is a lot of time between this and the next phase, then once again preheat the oven!) Tamp the filling down quite firmly!
To finish, slide the peppers back into the oven and bake for a further 2 or 3 minutes, to thoroughly warm up the filling.
Serve immediately, perhaps as a tasty nibble with drinks.