Preheat the oven to 200C/400F degrees.
Place the peppers on a baking tray and brush with the olive oil.
Roast the peppers for 30 minutes, turning over half-way through cooking.
Remove the peppers from the oven and place in a bowl. Cover the bowl with plastic wrap to trap the steam from the peppers. This helps with peeling them.
Allow the peppers to cool, then remove the plastic wrap from the bowl and peel the skin from the peppers.
Remove the seeds and cut the peppers into strips.
Place the pepper strips into a food processor with the walnuts, chilli, cumin, garlic, lemon juice and salt.
Blitz into a smooth paste. You might want to add additional olive oil if the paste is not smooth enough.
Serve in a bowl at room temperature.