Heat up the grill. Place the peppers on the whole on the grill over the coals. Grill vigorously from all sides. Turn occasionally. The skin may become really black.
Clean the arugula. Roast the pine nuts in a pan without fat until golden brown and let them cool. Put the arugula with the pine nuts, lemon juice and olive oil in the blender and puree. mix in the grated Parmesan cheese and season with salt and pepper.
Take the peppers off the grill, cover them with a kitchen towel and let them cool slightly. Peel off the black skin and remove the seeds and stem. cut the flesh into strips, place in a grill pan and keep the sides on the grill warm.
The bread slices in half and roast sharply on the grill on both sides. Then place the peppers on the toasted bread slices. Spread the Gorgonzola into small pieces on the hot peppers and enter the rocket pesto over it. Garnish with arugula leaves.