Remove giblets from hen and discard. Rinse hen with cold water inside and out, pat dry with paper towels.
In a small bowl, mix the olive oil, both peppers, salt, and rosemary into a paste.
Carefully lift skin from hen without tearing and rub paste onto flesh under the skin, insert lemon wedges under skin and inside cavity.
Place in a roasting pan and cover with foil.
Bake for 40 minutes, remove foil and continue cooking until browned, about 15 more minutes. Check for doneness by inserting an instant read thermometer into the meaty part of the thigh, but not touching the bone. Thermometer should read 180 degrees F.
Re-cover with foil, remove from oven, and let sit for 10 minutes. Remove skin before serving.