Here's one thing the gas burner lets you do:
Admittedly, we have roasted peppers in the oven many times, but open flame is so much better. First, you have total control over the process, and can rotate the pepper to get every bit roasted as much as you want. Having part of the pepper in the flame while the cooked parts stay away lets you retain a whole lot more tender flesh while only searing off the skin. It's easier to peel a flame-roasted pepper, since the skin often detaches itself in process. I'm also going to say I like the flavor more. OPEN FLAME DOES IT BETTER.
To roast: grip pepper firmly in heatproof tongs. Hold it over the open flame of the gas burner, turning to get all sides evenly blistered. You want about 70% of the skin to blacken, peel, and crackle. Be careful, since the skin will start to loosen and slip as the pepper roasts. You may need to set it down and regrip it a couple times.
When it's done, you can take your roasted pepper, peel off all the skin, gently rip out the seeds and stem, and cut the remainder into strips. You don't even need a knife if you don't want one: roasted pepper is so soft and workable that you can just rip it along the grain.
Roasted red pepper! Put it on a salad! Puree it in a soup! Throw it into pasta!
Or you can do what we did and soften some big chunks of garlic in olive oil, then throw in the pepper and warm it briefly. We ate them with a big salad covered with chunks of barbecue-sauced lentil-quinoa burger.