Preheat the oven to 220°C (430°F). Wash and dry the bell peppers, then place them on a baking sheet lined with parchment paper. Roast in the oven for 10-15 minutes, turning occasionally to ensure even charring.
Transfer the roasted peppers to a bowl and cover with plastic wrap or aluminum foil. Let them cool—this will create steam, making it easier to peel off the skin. Once cooled, remove the peppers from the bowl, cut them into thick strips, discard the inedible parts, and peel off the skin. Then, chop them into smaller pieces.
Peel and finely chop the onion. Heat olive oil in a saucepan, then add the onion. Sauté for a few minutes, stirring frequently.
Next, add the roasted bell peppers and sauté briefly, stirring continuously. Toward the end, add yogurt, pour in some water (adjust the amount to your preference), and season with salt and pepper. Blend until smooth and creamy.
Serve immediately.