Do you cook them covered? I may want to try this soon.
Nope, just light brush of oil. You know they swell quite a bit, and when I see the swell shrink a bit, they're done, goodness but don't overcook though. In poking the juice should not be copious, and, of course, especially not have any tinge of pink to it. Once they are "done" (moist and tender both), it is a rather small window before overdone (dry,but still nothing you'd want to toss). Pros who do this all the time just rely on touch/feel, I'm not yet there though.
Just thinking, I said 300F, but I have gone as low as 275.
The smoked Spanish paprika's I've had seem quite overpowering-harsh when you sample it from the bottle, but after a couple hours in the oven it is nicely mellowed, so you can use quite a bit here.