Preheat the oven to 450°F (230°C). Place the whole red peppers on a baking sheet and roast for 20-25 minutes, turning occasionally, until the skin is charred and blistered. Alternatively, grill the peppers over high heat until charred.
Peel and Marinate the Peppers
Transfer the roasted peppers to a bowl and cover tightly with plastic wrap. Let them steam for 10 minutes to loosen the skins. Peel off the charred skin, remove the seeds, and slice the peppers into thin strips. In a small bowl, toss the pepper strips with olive oil, garlic, red wine vinegar, salt, pepper, and oregano. Let marinate for at least 15 minutes.
Prepare the Bruschetta
While the peppers marinate, preheat your broiler. Brush the baguette slices lightly with olive oil on both sides and arrange them on a baking sheet. Broil for 1-2 minutes per side, or until golden and crisp. Watch closely to avoid burning.
Assemble the Bruschetta
Spoon the marinated red pepper strips onto each toasted baguette slice. Top with a single anchovy fillet and garnish with fresh parsley. Add capers, if desired, for extra tanginess.
Serve and Enjoy
Arrange the bruschetta on a serving platter and serve immediately. These are best enjoyed fresh, while the bread is still warm and crisp.