Prepare the grill for direct cooking over medium heat (350° to 450°F).
Brush the cooking grates clean. Grill the bell pepper over direct medium heat, with the lid closed as much as possible, until the skin is evenly charred on all sides, 10 to 12 minutes, turning every 3 to 5 minutes. Place the pepper in a bowl and cover with plastic wrap. Let stand for 10 to 15 minutes. Remove the pepper from the bowl and peel away the charred skin. Cut off the top and remove the seeds. Coarsely chop the pepper and put in a food processor. Add the remaining sauce ingredients and process until smooth. Pour into a small serving bowl, cover, and refrigerate until ready to serve.
In a medium sauté pan over medium heat, melt the butter. Add the onion and cook, stirring occasionally, until translucent, 3 to 5 minutes. Transfer to a medium bowl and allow to cool for a few minutes. In a small bowl whisk the eggs and cream together and add to the butter-onion mixture. Add the remaining filling ingredients and mix thoroughly.
Line a 9-inch metal pie tin with the crust. Pour the filling into the crust. Grill over direct medium heat, with the lid closed, until the edges of the crust and the filling begin to turn golden brown, about 15 minutes. Decrease the temperature of the grill to low heat (250° to 350°F) and then continue cooking the quiche over direct low heat, with the lid closed, until the filling is no longer wet in the center, about 15 minutes more. Remove from the grill and allow to cool for 10 to 15 minutes. Serve warm with the sauce.
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