Place peppers on a baking sheet and bake in the oven heated to the highest setting or under the heated broiler until the skin blisters and browns. Remove and place a cold, wet dish rack on top. After 15 min, carefully peel off skin. Score pods lengthwise.
For the filling, lightly toast pine nuts in a frying pan without fat and cool. Mash feta cheese with a fork and fold in egg, pine nuts, whipped cream and pepper. Carefully fill cheese mixture into the pods and squeeze the opening. Pour clear soup and bay leaves into an ovenproof dish and place the pods inside. Drizzle with oil and cook in a heated oven at 180 °C / 150 °C / gas mark 2 for about 35 minutes.
Serve with long grain rice.
Nutritional values: per unit about 406 calories, 32 g fat