Cut the peppers in quarters, remove the seeds and ribs and slice them in 1/2-inch strips.
In a flameproof casserole dish, combine the peppers and garlic. Drizzle with olive oil and mix together. Sprinkle with salt and pepper, cover with aluminum foil and roast for 20 minutes. Remove the foil, stir and roast for another 10 to 15 minutes. Increase the heat to broil and broil the peppers, less than 5 minutes.
Allow to cool, then give your hands a nice olive oil treatment while preparing the skewers. Start with skewering the end of a red pepper strip, add a mozzarella ball to the skewer, wrap the pepper around the mozzarella and skewer the pepper again. Continue with another pepper strip followed by another mozzarella ball. You're creating an S shape around the mozzarella. Repeat with the remaining peppers and mozzarella.