Pre-heat your oven's broiler to high and arrange the top rack to sit about 5 inches from the broiler.
Place a large cast iron skillet (or baking sheet, if you don't have a cast iron skillet) under the broiler to warm it up.
Place the peppers in a mixing bowl and hit them with the cooking oil. Toss to coat. Give them a generous sprinkle of coarse salt, and toss again until evenly coated.
Once the skillet is hot enough (to test, flick a pinch of water into it and if it sizzles and evaporates upon contact, it's ready), carefully transfer the peppers into the skillet. Be careful when doing this; the pan is very hot and the peppers will sizzle on contact, which could cause the oil to spatter a bit.
Place the hot skillet with the peppers back into the oven beneath the broiler. Let them sizzle for a few moments before stirring them around so they char on the bottom. About 2.5 - 3 minutes in, carefully stir the peppers around with a spatula and allow them to cook for another 2.5 - 3 minutes, or until the peppers are mostly blistered.
Once the peppers are ready, remove them from the oven and carefully transfer them from the hot skillet to a serving plate. Give them another sprinkle of salt if you wish, and serve with a bowl of dipping sauce (optional).