Peel onion and cut into fine rings. Mix honey, lemon juice and olive oil together. Season with salt and pepper. Quarter the peppers, clean and wash them and place them on a baking tray with the skin side up.
Roast in the preheated grill until the skin turns black, take out, cover with a damp cloth and let it steam for about 10 minutes. Peel the peppers and mix with the vinaigrette.
Wash the salad and shake dry. Arrange peppers and rocket on plates and sprinkle with coarse pepper.