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Pour the mixture into a medium bowl and stir in the bell pepper strips, vinegar, cilantro, salt and pepper. Cover and let sit at room temperature for at least 30 minutes and up to 4 hours before serving.
Brush the filets with the oil and season both sides of each filet with the salt and 1 side of each filet with the black pepper. Place the steaks on the grill, pepper side down and grill until lightly charred and crusty, 2 to 3 minutes. Turn the steaks over, and grill for 2 to 3 minutes longer for medium-rare.
Turn the steaks, once more so that the pepper side is facing up and top each filet with a slice of the cheese. Close the cover and grill until the cheese begins to melt slightly, about 1 minute.
Remove the steaks from the grill, let rest for 5 minutes. Top each filet with the roasted red pepper-ancho salsa. Garnish with cilantro leaves, before serving.