Wash and clean the tomatoes, cut them into pieces. Cut sheep's cheese into pieces as well. Wash and chop the thyme. Pluck rosemary into small stems. Season vinegar with salt, pepper and sugar.
Stir in olive oil and herbs. Mix tomatoes, sheep's cheese, olives and herb marinade and leave to stand. Meanwhile cut the peppers in half, clean and wash them. Spread the marinated ingredients in the halves and grill for 5-10 minutes depending on the heat