Heat oven to 485°F.
Cover a pan sheet with foil and place peppers on it leaving a little bit of space in between. Roast for a total of 20 to 25 minutes. Check a couple of times, and turn peppers around halfway through. Take out when you notice the skin wrinkling, and the peppers charring a bit.
Place peppers in a bag and close it for 10-15 minutes. Peel and cut into 2-3 inch strips.
In a deep pan, heat up butter on medium temperature. Add garlic and simmer and stir for a minute. Add heavy cream and salt and continue simmering and stirring a few more minutes. Add cheese and again simmer and stir for a couple of minutes. At the end add peppers, stir, simmer and bring to a boil. Remove off heat and serve warm.