Preheat oven to 425F. Line an 8×8 baking dish with parchment paper and arrange the tomatoes in it in a single layer. Place the pepper in a smaller baking pan. Roast for 15 minutes. Stir the tomatoes, turn the pepper, and roast for 10 more minutes.
When tomatoes are wrinkled and have exuded their juice, remove them from the oven to cool. (Larger tomatoes will need more time.) Turn the pepper and continue to roast until the skin has darkened on all sides and is lifting from the pepper. Remove it from the oven and place it in a paper bag or seal it in a storage container until it is cool enough to handle. Peel off the skin, discard the seeds and stem, and cut it in half.
Once the tomatoes are cool, put them in the blender. (Note: If you used larger tomatoes, first remove the core and chop them roughly.) Add half of the bell pepper and half of the cucumber, cut into chunks. Set the remaining bell pepper and cucumber aside. Add all of the remaining ingredients, except ice cubes, and puree until vegetables are finely chopped. Refrigerate until chilled.
When ready to serve, finely chop the remaining bell pepper and cucumber and add it to the gazpacho. Serve in individual bowls or glasses with an ice cube in each.