Preheat oven to 450°F.
Prick the skin of the eggplants and place on rack in the upper half of the oven and roast 20 minutes. Remove the eggplant and cool 10 minutes to handle.
Heat EVOO in a skillet over medium-high heat. Add the onions, garlic, celery and cubanelle peppers, and let them cook while you cut up the eggplant.
Split the eggplants in half lengthwise and cut away the meat from the inside, keeping a little edge to the skins for stability.
Place the eggplant halves on a baking sheet then coarsely chop the eggplant and add it to the veggies in the skillet. Add the roasted red peppers and season everything with salt and pepper. Cook 5 minutes then add nuts, capers and olives.