Preheat your oven to 375 degrees F (190 degrees C). Slice the tops off each bell pepper and remove all seeds and membranes. Stand them upright in a baking dish. If any wobble, trim a very thin slice off the bottom to stabilize without cutting through the base.

Optional but recommended: pre-bake the empty peppers for 10 minutes, or blanch in boiling water for 2 to 3 minutes. This softens them for a tender final result. Skip this step if you prefer a firmer pepper.

Heat olive oil in a large skillet over medium heat. Add the diced onions and cook for about 2 minutes, stirring, until translucent and fragrant. Add the minced garlic and stir for 30 more seconds.

Add the zucchini and mushrooms to the skillet. Cook for about 5 minutes, stirring occasionally, until softened and most of their moisture has cooked off. Do not rush this step or the filling will be watery.

Stir in the drained diced tomatoes, black beans, paprika, cumin, salt, and pepper. Cook for 3 more minutes until everything is heated through and smells warm and smoky. Taste and adjust seasoning.

Remove the skillet from heat and fold in the cooked rice. Stir until evenly combined. The filling should hold together loosely without being wet.

Fill each pepper generously with the rice mixture, pressing lightly to fit more in. Top with shredded cheese if using. Pour about 1/4 cup of water or tomato sauce into the bottom of the baking dish to create steam.

Cover tightly with foil and bake for 25 to 30 minutes. Remove foil and bake for another 10 minutes until the cheese is golden and the pepper skin looks slightly wrinkled. Let cool for 5 minutes before serving.