I'm in the roast and peel camp for poblanos, hatch chiles and others with a thick skin. Not only does it remove the thick skin but it gives the chile a nice roasted flavor with a bit of char. Many of the chiles have a thicker skin that doesn't offer any benefits and really have skin that becomes an unpleaseant sensation in the mouth. The chile meat cooks quickly, but the skin doesn't break down or tenderize. The peeling process is very quick and easy and well worth it in my opinion.
Soooo,,,,,,If you were making a "stuffed" concoction of some sort, would you still roast and peel?
The key is to roast them as fast as possible. I have seen the skin blackened with a butane torch. I use a small grill right on the power burner of my stove. DO NOT TRY THIS ON A GAS GRILL. The key is to burn the skin, without cooking the flesh too much. Roasting chiles if definitely a skill worth mastering. As mentioned prior, only do it on thick flesheh Poblanos, New Mex, Anahiem, Jalapeno type chiles. It also works fine on red and green bells.