Next time hold them with tongs or use the metal net of a deep fryer and hold it over the gas grill. Don't burn yourself. Alternatively, use tin foil or a pan. Grill them outside?

Kitchen Butterfly, interesting theory. I roasted them directly over the gas burners... resting on the cast-iron grates. I wonder if somehow some of the metal passes to the pepper? Hard to imagine.

Could the taste have come from the baking pan, or the bowl you left them in to rest? As for masking the taste, would a soak in some seasoned olive oil and refrigeration work?