Rinse bell peppers, then halve and remove ribs and seeds. Peel the onions and cut into eighths. Cut the cheese into cubes. Divide cheese, onions and olives among the pepper halves. Drizzle with olive oil, then season with salt and pepper.
Place on a baking sheet lined with parchment paper. Bake at 220°C (approximately 425°F) for about 10-15 minutes. Rinse the basil, shake dry and pluck off the leaves. Drizzle with a little balsamic cream, top with basil and serve.