If you can't find Petrale sole, regular sole will suffice.
Cut your pepper in half lengthwise, and remove the seeds. Using a pair of tongs, roast the red pepper over the flame on your stovetop, charring the outside of it. (If you have an electric stove, you can do this by laying the pepper on the rings on your stovetop - same idea.) Once you've done this, run the pepper under cold water and rub off the charred skin. Cut into ¼ inch wide strips, and then cut into ¼ inch triangles. Set aside.
Rinse the sole, checking for any lingering bones. Lay the fillets top-side down on your cutting board. Put 2 pats of butter (cut into eighths), a quarter of the shallots, and around 2 T of the nuts on each, and roll them. Press macadamia nuts into the tops.
Put 4 T butter in a sauté pan and bring to a medium high heat. Quickly brown all sides of your fish, and place pan in the oven. This will cook for approximately 20 to 25 minutes.
In another sauté pan, cook the roasted pepper segments you have with the other shallot, thyme, and 2 T butter over medium high heat. As the shallots are turning translucent and the pepper soft, add your vermouth and reduce by half. Add your heavy cream slowly, and whisk in, reducing the heat to low.
After 20 to 25 minutes, remove the sauté pan with the sole in it from the oven (be careful - the pan will be very hot). Place the sole on a plate, and spoon your sauce over the top and around the edge of the sole. Dust some of your leftover macadamia nuts over the top.
Serve with Scalloped Potatoes with Fennel, Chèvre Cheese, and Shallots