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To roast peppers:
Preheat broiler. Broil peppers on rack of a broiler pan under a preheated broiler about 2 inches from heat, turning every 5 minutes, 15 to 20 minutes, or until skins are blistered and charred.) Transfer peppers to a bowl and let stand, covered, until cool enough to handle. Keeping peppers whole, peel them, starting at blossom end. Cut off tops and discard seeds and ribs. Peel skins.
Carefully stuff each chile with cheese. Combine flour, salt, and pepper and dredge chiles.
In a large saucepan, heat 1/2 inch shortening to 375°F. on a deep-fat thermometer. Fold yolks into egg whites. Working with 2 chiles at a time, dip chiles into eggs and fry, turning occasionally, until golden, no more than a couple of minutes. Using a slotted spoon, transfer chiles to paper towels to drain. Arrange chiles on a broiler safe plate & top with cheese. Broil chiles just long enough to melt cheese and serve.
Adapted from Gourmet, September 1995