Preheat the oven to 450˚F, and line a baking sheet with foil.
Cut the peppers in half and remove their seeds.
Place the peppers cut side down on the baking sheet and roast for 15-20 minutes, or until slightly blackened and soft. Flip them at the 10-minute mark.
Once the peppers are ready, wrap them in foil for 5 minutes. Then, peel off the skin.
Place the yolks, mustard, lemon juice, roasted peppers, and sun-dried tomatoes into a food processor, blender, or a container fit for an immersion blender. Pulse a few times.
Drizzle oil in as you pulse until you reach a mayonnaise-like consistency and everything is fully combined.