In a medium sized bowl, mix eggs, salt, pepper, cayenne pepper. Add the vegetables.
Cut peppers into equal halves. A tip: Try to buy peppers that are symmetrical and have somewhat flat sides – this makes it easier for them to balance while baking.
Core the peppers so that they’re clean enough to add the filling.
Pour half of the egg / vegetable mix into each pepper half, adding more vegetables to the top to fill in any empty space.
Place on baking sheet and cook approximately 35 minutes or until eggs are cooked to your liking.