Start with the bell peppers. Cut off the tops, remove the seeds and membranes and slice the peppers into ½-inch wide strips. It will help you get an even cooking.
In a mixing bowl, toss the bell pepper strips with the olive oil. Make sure each strip is lightly coated. This helps with the blistering process. Add the salt and ground black pepper, and toss again.
Preheat your air fryer to 400°F.
Place the seasoned bell pepper strips in the air fryer basket in a single layer. Work in batches if necessary.