Preheat oven to 200 degrees Celsius. Preheat grill. Place cutlets in a glass dish. Pour over combined olive oil, oregano, garlic, salt and pepper. Marinate in refrigerator 30 minutes or longer if time permits.
Place capsicum under preheated grill, and cook until skins blacken, turning until all sides are done. Allow to cool enough to handle, then peel away blackened skin. Cut capsicum open, remove seeds, then slice into strips. Place in bowl with extra oil, garlic, oregano and salt and pepper to taste.
Place cutlets in an ovenproof dish. Place in oven and roast for 8 minutes, or until fish flakes when tested. Serve with marinated capsicum and sourdough bread.