Preheat grill to medium high heat. In a large bowl, add the oil, soy sauce, and sesame oil. Add peppers into the bowl, and toss to combine. Transfer peppers to a grill pan directly over the hot part of the grill.
Grill 6-8 minutes, tossing occasionally with a pair of tongs. Once the peppers are blistered and charred, carefully remove the grill basket, and transfer the peppers to a serving bowl.
Generously sprinkle with sea salt and enjoy!