Cut the pepper into pieces, remove the seed pockets. Sprinkle with salt and pepper, brush with half the amount of olive oil. Place on a heated grill pan, cover with aluminum foil and grill for a dozen or so minutes until the pepper softens and is covered with dark stripes. Turn the pepper from time to time.
Meanwhile cut the ciabatta in half and lightly toast under a preheated grill in the oven (it will take a moment). Drizzle with the remaining olive oil. Spread the goat cheese, cover with arugula, sprinkle with salt and pepper and possibly drizzle with additional olive oil. Cover with pieces of grilled pepper.