Heat grill to high. Slice capsicums in half, remove seeds and membrane and put under grill until skin blackens and blisters. Place in a plastic bag to sweat and peel skin away when cool enough to handle.
In a medium-sized saucepan, pour in tomatoes, chopped onion and garlic and bring to the boil. Simmer until onion and garlic are tender - about 20 minutes. Leave to cool.
In a blender, or with a hand blender, blend tomato mixture and capsicums until smooth or until you reach a consistency you like. Return to saucepan, add salt and oregano to taste. Bring sauce to the boil, reduce heat and simmer for 20 minutes to reduce liquid and concentrate the flavour.
Double the quantities in this recipe and freeze what you don't use for a quick pasta sauce next time.