I find the biggest issue is with green bells, not red or yellow.
As for what to do with them, that depends on why they don’t like them. If they don’t like the crunchy, wet texture, then fire roasting and blending, or perhaps just finely dicing and using it in a sauce or dressing might be a way to go.
If it’s the vegetal flavor they don’t like, the answer is acid, and strong herbs. Make the pepper a supporting actress, not the lead. Apple cider vinegar, perhaps some cinnamon or cumin, a bit of olive oil, plenty of garlic. You get the idea.