In a large frying pan, heat the oil over medium heat. Lower the heat to very low, then add the capsicums to the pan. Cover and cook for 1 hour, stirring occasionally.
Preheat the oven to 180 C.
Place the pita breads on 2 non-greased baking trays. Spread with goat cheese. Season with salt and pepper, then add the cooked capsicums. Sprinkle with Gruyere and bake for 15 minutes or until the cheese has melted. Serve.