Use a little knife to make a small vertical incision – about 6 centimeters long – from the top towards the end of each pepper. You will use this incision to scoop out the seeds later. Arrange the pepper on a roasting tray and place in the oven for 30 minutes, until soft. Remove and set aside to cool before using a small spoon to carefully extract and discard the seeds. The aim is to leave the stem on the peppers when they are stuffed so take your time here: it’s a fiddly job. Peel the skin off the peppers – again, don’t rush here – and set aside on a kitchen paper-lined plate to dry.
To make the filling place the cheeses, nuts, oregano, lemon zest, lemon juice and 1 teaspoon of olive oil in a large bowl. Add half a teaspoon of salt and a good grind of black pepper and whisk well. Spoon about 2 tablespoons of the cheese mixture into each pepper and press evenly inside. Don’t worry if the incision increases in the process: you can use your hands to seal the pepper.
Wipe the peppers clean and place them on individual serving plates. Drizzle 2 teaspoons of olive oil around each pepper and then dot the oil with a few drops of the balsamic. Sprinkle over a few slices of the green chilli and serve.