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1
Heat the oven to 500u00b0F. Line a rimmed sheet pan with foil, then add the bell peppers. Rub each with canola oil (you just want a thin film, so if there's any excess on the sheet tray, wipe it away with a towel). Roast the bell peppers for 20 to 30 minutes, flipping halfway, until their skin is charred and the flesh is fork-tender. Remove the sheet pan from the oven and bundle the peppers in the foil to steam for about 10 minutes (this will help the skins loosen).
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2
Set a large pot of water on the stove over high heat to come to a boil.
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3
Drop the oven temperature to 350u00b0F. Add the walnuts to another sheet pan and toast them in the oven for 10 to 12 minutes, until they're fragrant and deeply golden-brown. Let them cool completely before removing their skins. My favorite way to do this: Set a colander on top of the sheet tray, dump the walnuts in the colander, and use your hand to swirl them around; the skins will fall through the holes. (Don't worry if a few stubborn skins remain on the walnuts.)
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4
After the peppers have steamed, peel away as much of the skin as possible (a little remaining is fine). Lop off the tops, remove the seeds, and give the peppers a rough chop. Add to a large bowl, along with the olives, anchovies, and olive oil.
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5
When the water starts boiling, season it generously with salt (I estimate 1 tablespoon kosher salt per quart of water). Add the pasta and stir. Cook it for about 8 minutes, or until al dente (I start taste-testing at 7 minutes to avoid overcooking). Reserve 1/2 cup or so of pasta water, then drain.
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6
Add the pasta and walnuts to the bowl with the roasted peppers. Season with a big pinch each of salt and pepper, then toss. Add more salt, pepper, olive oil, or pasta water if necessary. You can eat this right away or leave it at room temperature to eat later in the day. If you refrigerate the pasta salad, you might want to add a bit more oil or pasta water right before serving to loosen it up.
