Bake the peppers whole until the skins begin to blacken. Allow to cool, then remove and discard the skins and seeds.
Put the cashews in a blender and barely cover them with water. Puree into a smooth cream, adding a splash of water if it's too thick.
Dice the onion and sautee it in the oil until translucent. Add the peppers and the cashew cream. Simmer, stirring frequently, for 5-10 minutes. Add water to reach the consistency of a cream sauce, or as thick as you prefer. Season to taste. Allow to cool slightly, thenblend the sauce until smooth.
Meanwhile, cook the penne and steam your vegetables of choice. Once they're al dente, drain and mix with the sauce. Serve with an extra sprinkle of freshly ground black pepper.