Preheat oven to 350 degrees F (175 degrees C). Line a baking sheet with parchment paper.
Combine cream cheese and Cheddar cheese in a bowl and season filling with salt and pepper. Spoon filling into bell pepper quarters. Add 2 capers for the eyes.
Roll out crescent dough on a lightly floured surface and cut into thin strips using a pizza cutter or a small knife. Wrap stuffed peppers with dough strips, leaving a small space around the caper eyes. Place on prepared baking sheet.
Bake in the preheated oven until dough is lightly browned, 12 to 15 minutes