Preheat oven to 400°F. Grease non-stick cookie sheet with cooking spray.
Wash peppers, cut tops off, extract seeds, and cut each pepper in half. Place peppers in a large bowl, topping with pesto, balsamic vinegar, and oil. Mix thoroughly.
Evenly lay peppers onto cookie sheet. Bake for 15 minutes.
Remove peppers from oven and top each with a dollop of goat cheese. Bake for another 5-10 minutes ,until cheese is melted and peppers look crisp on edges.
Allow to cool for 5 minutes, and serve as an appetizer.