Preheat broiler. Grill pepper under the broiler until the skin is blackened, and the flesh has softened slightly. Place pepper in a paper bag or resealable plastic bag to cool. Remove the seeds and skin (the skin should come off the peppers easily now). Slice into strips.
Set oven to bake at 350 degrees F (175 degrees C). Place pine nuts and sesame seeds on a baking sheet, and toast until beginning to brown. They'll smell great!
Combine lettuce greens, fennel bulb, and red pepper in a salad bowl. In a small bowl, whisk together soy sauce and vegetable oil. Pour over salad, and toss to coat. Sprinkle with pine nuts and sesame seeds, and season to taste with ground black pepper.