From Dave McDonald via the SmokinTex Forum:

At the grocery or Costco they sell a 2 lb. bag of sweet peppers from Mexico. They are red, yellow and orange in color and from 2-4 inches in length.

Cover a rack from your smoker with aluminum foil and using a meat fork punch multiple holes in the foil. Wash the peppers, do not remove stems. Place on foil. Place in smoker on top shelf. Use 2 ounces of Pecan wood and smoke at 200 degrees for 4 hours. Note: you can put chicken breast on rack below peppers and smoke both together. When the peppers come out they will be a light golden color. It is easy to remove the stems at this time, simply pull and they will come right off.

I cook some wild and brown rice, cut up the peppers. Place smoked chicken on rice and cover with peppers and enjoy. I love the sweet smoky taste of the peppers when cooked this way.