I guess it depends how fully the peppers are roasted. If the resulting
skin looks lightly browned, you probably won't be able to peel them
but I'd think that you could still eat the skin. Pureeing it might be
ok but then again, it might come out the way cooked tomato peel comes
out when you leave them on.
If you want to get the really intense roasted pepper flavor, you
basically end up burning the skin completely to a crisp. After
roasting, the blackened skin doesn't really look appetizing but if you
leave a tiny bit on when you peel them, the peppers will still taste
ok. I have a feeling that if you puree the peppers, you'll end up with
a sauce with a blackish tinge. I've had some salsas where this is a
good thing but I think that part and not all of the skin is included
in the final sauce.