Preheat oven to 375 degrees Fahrenheit. Spray a baking dish with nonstick cooking spray or olive oil. Cut off the bottoms of the peppers, making sure to cut as little as possible to make a flat bottom so the peppers will stand up. Slice off the tops of the peppers, making sure to just cut off the stem. Remove any seeds and membranes from inside the peppers and place in your baking dish.