Drain the Bocconcini, tear into thin strips and place into a mixing bowl.
Brush the outside of the capsicums with a little oil, place onto a baking tray, and roast in a hot oven until the skin turns black. Remove from the oven, place into a plastic bag, seal and leave to cool. Peel the skin off the flesh of the capsicums, remove the seeds, and core. Cut the flesh into thin strips. Add capsicum to the bocconcini.
Thinly slice the zucchini strips into long strips. Heat half of the oil in a frypan over a medium heat and saute the zucchini strips until golden. Drain and add to the bocconcini and capsicum.
Drizzle remaining oil, season with salt and pepper and garnish with oregano.