Preheat your oven to 200°C (390°F).
Slice off the tops of the bell peppers and carefully remove all the seeds and membranes, creating a hollow cavity.
Cook the rice according to package instructions until fluffy, then set aside to cool slightly.
Heat olive oil in a skillet over medium heat until it shimmers and begins to sizzle.
Add chopped sausage to the skillet and cook for about 5–7 minutes until browned and fragrant, with a slight sizzle.
Stir in cumin, paprika, thyme, and tomato paste, cooking for about 2 minutes until the spices release their aroma and everything is well coated.
Add the cooked rice to the skillet and stir well to combine all the flavors, cooking for another 2 minutes until heated through and fragrant.
Using a spoon, fill each hollowed-out pepper with the sausage and rice mixture, pressing gently to pack the filling in.
Top each stuffed pepper with plenty of grated cheddar cheese, covering the filling generously.
Place the filled peppers snugly in an oven-safe dish and bake for 20–25 minutes, until the peppers are tender and the cheese is bubbly and golden brown.
If the cheese browns too quickly, cover loosely with foil and continue baking until peppers are soft.
Remove the peppers from the oven and let rest for 5 minutes so the cheese sets slightly. Serve hot, perhaps with a sprinkle of herbs or a dash of hot sauce for extra flair.