Preheat the oven to 390°F (200°C) with convection mode. On a parchment paper, place the red bell peppers, cherry tomatoes, shallots, and garlic (with the top cut off). Drizzle everything with olive oil and sprinkle with coarse salt. Roast for about 40 minutes. Remove from the oven and let cool.
Once cooled, peel the peppers and tomatoes. Squeeze the garlic cloves out of their skins. Add everything to a food processor and blend until smooth. Transfer the sauce to a pot. Add the heavy cream, pasta cooking water, and grated Parmesan. Adjust the seasoning to taste. Bring the sauce to a boil, then add the cooked pasta. Mix well and serve.