Roast whole peppers on a gas burner, a hot grill or under the broiler. Watch and turn them with tongs when the skin blisters and chars. Don't cook them until they're completely black over the entire surface, the pepper flesh will then be overcooked.
Place roasted peppers in a bowl covered with plastic wrap or a lid, or in a plastic bag. This allows them to steam as they cool so the skins can be removed. Let them rest this way for 15 minutes or so.
While peppers are resting, make the marinade. In a medium bowl, stir together all marinade ingredients except the oil. Stir until the sugar and salt are dissolved. Pour in the oil slowly while whisking vigorously to form an emulsion. Alternatively, combine everything in a small food processor or blender and whiz.
Clean the whole peppers of their skins in the sink. Holding the pepper in your hands, peel away the skin, using running water if necessary to help remove it. It's ok to leave some charred bits here and there, it adds to the flavor. Set them on a tray or in a bowl as they're cleaned.
To cut the peppers, work with one at a time on a cutting board. Slice down one side lengthwise using a paring knife. Cut away the top and the seedy core, as much in one piece as you can. Laying your knife flat along the interior wall of the pepper, slice away the whitish inner ribs and scrape the seeds away with the back of your knife. Leave them in large pieces or cut as desired. Place the prepared peppers in a clean bowl as they're ready, this way they won't pick up wayward seeds or skin.
You can pour as much of the marinade as you like over your peppers in a bowl, or package them up in amounts you'll use and freeze them. (I prefer to pick up the peppers with tongs, slosh them around in the marinade then plop them into freezer bags, 2-3 per bag.) Before using, let the peppers sit at least a day in the refrigerate to macerate, or freeze immediately.