Step 1 Place rack 6 inches from broiler element; line baking sheet with foil. Trim bottoms from peppers. Stand on cutting board; cut off sides in 4 slabs, following natural contours. Arrange on baking sheet, skin side up. Broil on high until skin blackens, about 10 minutes. Remove from oven. Use foil lining to wrap peppers. Let sit on counter about 10 minutes. Slip off skins. Cut peppers into thin 1-inch long strips.
Step 2 Put lettuce and Belgian endive in large bowl. Wet paper towel and place directly on lettuce. (Can be refrigerated several hours.)
Step 3Mix together garlic, red wine and balsamic vinegars, oil, salt and pepper to taste in small bowl. (Can be made a day ahead and refrigerated. Let come to room temperature before using.)
Step 4To serve, pour vinaigrette over chilled lettuce. Toss with pepper strips until well coated. Taste and adjust seasonings. Garnish with olive strips and anchovies, if using. Serve immediately.