Optional Step (skip if omitting red bell pepper) - Preheat oven to 450°F/232°C. Place the red bell pepper, cut side down, on an aluminum foil or parchment-lined baking sheet. Roast for 40 minutes, flipping both pieces over midway. The bell pepper will wilt and blacken.
Use a knife to cut 3-5 slits into each chicken piece and place in a large bowl.
Add the roasted bell pepper (if using) along with the rest of the ingredients listed under 'Peri Peri Sauce' to a food processor. Blend until as smooth as possible.
Reserve 1/3-cup of the sauce, then pour the remaining sauce onto the chicken. Mix well to ensure the chicken is thoroughly coated.
Cover and refrigerate for at least 2-3 hours, ideally overnight. (If you're short on time, skip the longer marination and continue with the next step.)
When ready to cook, take the chicken out of the fridge and allow it come closer to room temperature. Preheat the oven to 350°F.
Meanwhile, heat a large skillet or stovetop grill pan over medium-high to high heat. Once hot, brush or spray with oil and add the chicken pieces, meat side down. Discard any leftover marinade. Grill the chicken, pressing down on it to increase grill marks, for 4 minutes each side, or until charred or browned on both sides. Discard any leftover marinade.
Place the chicken pieces side by side in a 9" x 13" oven-safe pan or roaster. Cover the pan tightly with aluminum foil and place the baking dish on the center rack of the oven. Roast for 20-25 minutes**, or until the chicken is cooked through.
Meanwhile, mix remaining sauce with mayonnaise or your choice of something creamy to dilute the sauce. Taste and adjust salt, mayo to mellow it out, or sugar for sweetness. Brush the sauce over the chicken. Serve immediately with French fries, rice, cole slaw, corn on the cob, or your choice of sides.