I need to use both of these up tomorrow. I’ll braise the lamb in the oven in a covered pot, but what can I do with the bell peppers? I expect I’ll be serving with boiled potatoes, and also have leeks, onions, shallots, mushrooms, crème fraiche, butter, parmesan, cheddar, eggs, bacon, wine, port, redcurrant jelly, cranberry jelly, mustard, and garlic available. Also a modest number of spices. I like to do a creamy sauce with mushrooms and onions.
Paging chefguy, Mister Rik. 
Roast the peppers, peel them, and set them out as an appetizer well ahead of the meal. Arrange them attractively on the platter, lay some good anchovies on top, drizzle with olive oil, and provide some nice crusty bread. And booze.
Everyone will enjoy them, and compliment you, and will have completely forgotten about them by the time you put out the lamb, potatoes, and mushroom sauce.
The way you’re preparing the lamb sounds lovely, don’t screw it up by adding peppers.
Make stuffed peppers. Do you have some rice? You can mix in the onions, shallots, leeks, mushrooms, etc. for stuffing.
I didn’t have any fabulous culinary tips to offer, but I did want to say how much I regret that I wasn’t invited to your dinner. That lamb sounds heavenly.
It was very tasty. I ended up not using the peppers. I was just cooking for myself, unfortunately. First I browned the lamb in a frying pan. The lamb then went into the pot with some chopped onions, some water, and a stock cube. After 2 hours I took out the lamb and set it to rest. The rest of the pot I tipped into the frying pan and reduced, adding mushrooms along the way. Once the liquid had significantly reduced, I was able to drain off the fat, and add creme fraiche and the spices. I cut the joint in thick slices (~1 cm) so it wouldn’t split and it was very nice indeed. I had it with a nice red Vosne Romanee, boiled potatoes, and creamed leeks.