Preheat the oven to 400 F.
Grease the bottom of the casserole dish with olive oil. I used the the oval casserole dish measured 13 inches x 9 inches x 4 inches deep.
Add chicken breasts to the casserole dish. Note about chicken: use 4 thin chicken breasts, or use 2 large thick chicken breasts, sliced in half horizontally each to make 4 thin chicken breasts.
Sprinkle chicken breasts with salt.
Mix the remaining spices (chili powder, cumin, paprika) together, and sprinkle half of that mixture evenly over the chicken.
Top the chicken with sliced bell peppers. Note: Do not put too many bell pepper slices on top or chicken - there should be just one layer of bell pepper slices over the chicken breasts (use small bell peppers). If your bell peppers are large, you might have to use only half of each bell pepper (yellow, green, red) for roasting on top of chicken.
Sprinkle the remaining half of the seasoning mixture over the peppers
Top with torn pepper jack cheese (Monterey cheese)
Bake, uncovered, for about 20-30 minutes, until the chicken is cooked through and no longer pink in the center. The cooking time will depend on the thickness of your chicken breasts.