Preheat the oven to 190°C/Gas mark 5. Lay a wide strip of tin foil on a baking tray. Drizzle it with olive oil. Place the red peppers on top of the foil and season. Cover with a second strip of tin foil and then seal tightly round the edges to form a bag. Roast for 45 minutes, remove from the oven and let the peppers cool in the bag. The peppers will steam a little and create some condensation that is all flavour.
Warm a splash of olive oil in a large, heavy-bottomed saucepan over a medium heat. Add the onions and cook for about 15 minutes until soft, stirring from time to time. Add the garlic and cook for 2-3 minutes, then add the chillies and stir. Throw in the sugar and saffron, then the pastis and vinegar, and cook on a medium heat until the liquid has evaporated you have a pan full of lovely saffron-coloured onions.
Empty the bag of red peppers into the pan, along with all the steamed juices. Cover with the stock and bring to the boil, reduce the heat and simmer very gently for 25-30 minutes. Add the double cream, bring to the boil, then remove from the heat.
Cool slightly then whizz in a blender or food processor until smooth. Pass through a fine sieve into a container and season to taste with salt and cayenne pepper. At this stage, you can refrigerate the soup for a couple of days and heat it up when needed.
When you are ready to serve, mix together all of the ingredients for the salsa in a bowl. Taste and season. Bring the soup to the boil and ladle it into warmed soup bowls. Spoon some salsa into each bowl and trickle on some olive oil just before serving.