Heat oven to 350°F. Lightly spray ovenproof 1-quart baking dish with cooking spray.
In 10-inch skillet, heat oil, onion and bell peppers over medium heat; cook and stir about 5 minutes or until onion has softened and turned translucent. Stir in roast beef; cook 2 minutes. Add chiles, American cheese, cream cheese, mayonnaise and pepper; stir until cheese is melted.
Pour mixture into baking dish; sprinkle with Parmesan cheese. Bake uncovered 25 to 30 minutes or until golden brown on top. Serve with pretzels as dippers.