Preheat the oven to 180°c (350°f).
Cover a rimmed baking sheet with aluminum foil and place the peppers on the pan.
Put a drop or two of extra virgin olive oil on the outside of the peppers. Just enough to lightly coat the skin. If you have a brush, they would be a great time to break it to evenly distribute the oil over the peppers.
Bake for 10 minutes, flip the peppers over, and bake for an additional 10 minutes.
Remove from the oven and let the peppers cool on the baking sheet.
While the peppers are cooling, prepare the pickling brine.
In a pot, combine the lemon juice, vinegar, olive oil, garlic, red pepper flakes, salt, black pepper corns, bay leaves, and mustard seeds.
Bring to a boil and then reduce heat to low.
After reducing the heat, cook for 10 minutes.
Remove from the heat and let the brine cool.
While the brine cooling, remove the skins, seeds, and stems from the peppers.
Slice the pepper lengthwise and place into the jar.
Once all the pepper have been cut and placed in the jar, add the cooled brine.
The brine should cover the pepper entirely.
Seal the jar and place it in the refrigerator.
Allow to sit for one day before eating.