Preheat oven to 400 degrees. Line a large rimmed baking sheet with parchment. Cut tops and bottoms from peppers, then half lengthwise. Use a chef's knife to remove ribs and seeds. Cut peppers into rectangular planks, each about 3 inches long and 2 inches wide, then cut diagonally into 24 triangles.
On prepared sheet, toss bell pepper with 1 tablespoon oil; season with salt and pepper. Arrange skin-side down in a single layer and bake until just tender, 15 to 20 minutes; set aside to cool.
Meanwhile, in a small bowl, combine prosciutto, parsley, olives, remaining tablespoon oil, lemon zest and juice, and red-pepper flakes. Top each pepper triangle with relish.
Make sure to take the peppers out of the oven before they get too soft. They should still be firm enough to hold the toppings. To store, refrigerate roasted peppers and relish separately, up to one day.