Preheat the oven to 200C/400F/Gas 6.
Heat the olive oil in an ovenproof frying pan, then add the broccoli, pepper, onion, garlic, lime and lemon halves and fry for 2-3 minutes, stirring frequently. Season with salt and freshly ground black pepper, then place into the oven and roast for 6-8 minutes, or until the vegetables are tender.
To serve, pile the vegetables into a serving dish and squeeze over the juice from the roasted lemon and lime, and drizzle over with a little olive oil.