Well, maybe broiling works with an electric oven, I don't know. But in a gas oven it seems to result in charred spots and spots that aren't cooked at all. Let them go until they're starting to develop brown or black spots here and there. You don't need to char them, but you do want to be able to tell that they're cooking. Then drop them in a ziploc bag and seal it.
Nothing beats a ziploc.
Leave them in there preferably until they cool, but at least until you see the skin wrinkle. Take them out, peel the skin off, then stem and seed them. This is a Burning Void web page.