Put all the ingredients for the dressing in a bowl (or a stoppered bottle) and whisk (or shake well a couple of times) and refrigerate till required.
Brush the bell peppers/ capsicum with the oil and grill them, till the surface starts blistering or light brown spots appear. Turn them a couple of times while grilling so they're uniformly cooked. Allow to cool, cut the peppers and remove the stalks and seeds. Dice the peppers.
Line your salad bowl with the lettuce. If you are not a lettuce lover, like us, you may prefer to tear the lettuce into smaller pieces or replace the lettuce with shredded cabbage. Of course, if you dislike cabbage then lettuce might be preferable. Lollo rosso lettuce has a faintly bitter taste (though it is not very noticeable in this salad), so you might want to use some other kind like iceberg lettuce.
Put the peppers and other ingredients, except the paneer, into the salad bowl.
Just before serving, whisk (or shake) the dressing a couple of times and add to the salad. Toss well so the dressing is well incorporated. Crumble the paneer and sprinkle it over the top. Mix a couple of times and serve.