Remove papery skin from 1 garlic head (do not peel cloves). Drizzle 1 teaspoon oil over garlic; wrap in foil. Bake at 375° for 45 minutes. Cool 10 minutes. Separate cloves; squeeze into a bowl. Discard skins. Mash garlic. Stir in mayo, 1 teaspoon balsamic vinegar, and a dash of kosher salt.
Preheat broiler. Cut 1 orange bell pepper in half lengthwise; discard seeds and membranes. Place 1 pepper half, skin side up, on a foil-lined baking sheet (reserve remaining half); flatten with hand. Broil 8 minutes or until blackened. Wrap bell pepper in foil; let stand 5 minutes. Peel and finely chop. Add 2 tablespoons chopped bell pepper and 1 teaspoon minced chives to mayo; stir until blended.