Cut the bell peppers in half, remove the steam and seeds and place cut side down on a baking tray. Broil for about 15 minutes until the skin is blistered and black, rotate every few minutes and move the peppers around to get them evenly blackened. If you have a gas stove grill them whole over the flames.
When the peppers are thoroughly black, place in a bowl and cover with plastic wrap, let steam for about 15 minutes or until cool enough to handle.
While waiting for the peppers to cool roughly chop the onion and garlic, sauté in pot with a little olive oil and pinch of salt.
Remove the skin from the peppers, do not do this under running water as some recipes instruct, I feel that washes away a lot of flavor. Add to the pot with the onions.
Add enough chicken stock to just cover the vegetables, bring to a simmer and add the seasonings, paprika, cayenne, salt and pepper.
Simmer for about 10 minutes or until the onions are soft. Pour the contents of the pot into a blender and add the cream, blend until sooth. Taste and adjust the seasonings, add a little vinegar if you want your soup to have a bit of tanginess.