Preheat oven to 375 degrees Fahrenheit.

Pierce spaghetti squash and place into a nine- by 13-inch pan. Bake for 45 minutes, or until soft.

Meanwhile, place shallots in a small pan and pour in oil. Season with salt and pepper. Bake for 45 minutes.

Remove squash and shallots from oven. Allow squash to cool. Cut in half and remove seeds. Using a fork, scrape out the spaghetti-like strands and set aside.

Preheat oven to broil. Place tomatoes and peppers on a baking sheet. Broil until the peppers start to turn black (around 10 minutes) and tomato skins begin to shrivel.

Place tomatoes and peppers into a one gallon bag and close tightly. Allow to sit for 15 minutes, and then open up bag, and the skins should peel right off the peppers and the tomatoes.

Add tomatoes and peppers to spaghetti squash. Slice shallots and add to spaghetti squash. Add three tablespoons of the oil from the shallot baking pan and one teaspoon salt. Season with pepper to taste.