Toss the onion and pepper with 1 tablespoon of olive oil. Add salt and pepper to taste.
Put the onion and peppers mixture into a grill pan, and place on the grill. Stir occasionally, grilling for about 10 minutes until the onions start to brown. Remove the grilled onions and peppers, and scrape into a plastic bowl. Toss with another tablespoon olive oil. The onions and peppers are ready to use.