Prepare the oven by placing an oven rack on the second to highest rung and turn the oven to broil (high broil if your oven has a high and low setting). While the oven heats, prepare the peppers and dipping sauce.
Prep the Peppers: Rinse the peppers and pat dry with a paper towel.
Lay the peppers out in a single layer on a large baking sheet.
Lightly spray the peppers with olive oil and set aside while you make the dipping sauce.
For the Sauce: Place the goat cheese, lime juice, garlic powder, 1/2 teaspoon salt, cilantro, and 2 tablespoons of milk in the food processor.
Processor everything for 10-15 seconds until combined.
Scrape down the sides and continue to process in 10-15 second increments until the cilantro lightly specs the sauce.
If you need the sauce to be a bit thinner, add the 3rd tablespoon of milk and process again for 10-15 seconds.
Cooke the Peppers: Once the sauce is made, place the peppers in the oven on the 2nd highest rack near the broiler and broil on high for 3-5 minutes.
As you begin to broil the peppers, you may hear popping, and that's okay.
After 3 minutes, lightly shake the pan, moving the peppers around the pan then close the oven door and cook another 30 seconds. Continue to shake the pan every 30-60 seconds until the peppers have blistered.
Once cooked, remove the peppers from the oven and immediately sprinkle with sea salt.
Serve immediately with dipping sauce on the side.