Heat oven to 375 degrees F (190 degrees C).
Arrange peppers on a foil-lined baking sheet and bake until blackened and soft, 25-30 minutes, turning once or twice.
Transfer to a bowl, cover with plastic wrap and let stand 10 minutes (this helps steam the peppers in their skins, and makes skin removal easier).
Meanwhile, make the marinade: combine oil, vinegar, lemon juice, garlic, leaves from about half the thyme, salt and pepper in a large bowl.
While peppers are still hot, slip off the skin and scrape out seeds; remove stems.
Cut each pepper into quarters.
Add roasted peppers to the marinade and refrigerate for 2-3 hours.
To serve, arrange peppers on 4 plates, garnish with olives, oranges and remaining thyme, and crumble goat cheese over and season with additional freshly ground pepper.
Note: instead of all red wine vinegar, you can use 1 1/2 tablespoons red wine vinegar and 1 teaspoon balsamic, for even deeper and sweeter flavor. Chopped basil is also a delicious garnish.