Clean and wash the peppers. Cut red peppers and 1/2 yellow ones into fine strips. Blanch in boiling salted water for 2-3 minutes and drain. Roughly dice the remaining peppers.
Peel and finely chop the onion. Melt the fat. Steam onion and diced bell peppers in it at medium heat for about 5 minutes. Add stock, season with salt and pepper and cook for another 5 minutes.
Puree the vegetables in the broth with a chopping stick. Add cream, bring to the boil again, sprinkle with sauce thickener and season to taste. Heat blanched peppers in it. Serve sprinkled with chervil.