Start by roasting the bell peppers (make one or two extra if you want to use some for garnish) over the open flame of your gas range or grill, until skin becomes somewhat charred all around. I like to keep a little bit of a crunch to my peppers so I don't leave them for too long over the open flame. As a result, some of the skin often remains attached to the peppers but I don't mind it, especially not if I'm going to use the peppers in a chunky soup such as this one.
Once your peppers are good and charred to your liking, remove them from the flame and allow them to cool for a a few minutes. Remove the skin, stems and cores and place in the bowl of your food processor. Reserve.
Cut the corn from the cobs: Stand the corn on end in a large mixing bowl or plate and insert a sharp knife just at the bottom of the kernels. Slowly cut all the way to the other end of the corn. Turn the corn and repeat until all the kernels are cut from the cob.
Add to the roasted bell peppers (save a handful of kernels to garnish, if desired).
Add the rest of the ingredients except for walnuts and process until somewhat smooth and well combined.
Add walnuts and give the soup another quick spin.
This soup can be served immediately but will benefit from an overnight stay in the fridge to allow flavors to fully develop.