The peppers have to be strained well. Adding a little salt helps with this. I make a similar dip but I add a little greek yogurt to it, makes a nicer smoother texture and helps cut some of the richness and saltiness of the feta.
For such a small roast I would treat it more like a steak and sear it in a pan to brown and then transfer to an oven at 350 for the remainder. This should not take long at all. Maybe 20 minutes start to finish? Use a thermometer and don't let it get past 120.