Roast chiles under the broiler or on a charcoal grill, turning often, until the skin is blackened. Place them in a paper bag and close tightly. When chiles are cool enough to handle, pull away and discard the seed and inside veins.
Preheat oven to 375 degrees F.
Brush olive oil on the bottom of a 10.5" x 7.5" baking dish. Line with chiles.
Cover chiles with about 2 ounces of crumbled cotija and 4 ounces of shredded cheddar. Repeat twice, ending with cheeses on top. (three layers total).
Beat the eggs, with the salt and pepper and pour over the chile and cheese mixture.
Cover with foil and bake at 375 degrees F. for 35-40minutes, or until cooked and no longer jiggly in center.
Serve hot or room temperature.
Casserole can be frozen. Cut into squares and wrap well.
To reheat, defrost the night before and heat each square about 45-60 seconds in microwave.