Preheat your oven to 400°F (200°C). Rinse the peppers, then cut the tops off and remove the seeds and membranes, creating hollow cavities. Place the peppers cut side up in a baking dish and brush the outside with a tablespoon of olive oil. Roast for about 15 minutes until they are slightly softened and beginning to char around the edges.
While the peppers roast, heat the remaining tablespoon of olive oil in a skillet over medium heat. Add the minced garlic and cook for about 1 minute until fragrant, then fold in the caramelized onion. Cook for another 2-3 minutes, allowing the mixture to heat through and develop aroma.
Transfer the cooked onion and garlic mixture to a bowl and stir in the smoked paprika, cumin, and a pinch of salt and pepper. Then, fold in the shredded cheese until evenly combined, creating a flavorful filling with creamy and spicy elements.
Once the peppers are roasted and slightly cooled, carefully spoon the filling into each cavity, pressing gently to pack it in without overflowing. Fill all four peppers with the cheesy, spiced mixture.
Return the stuffed peppers to the oven and bake for an additional 15-20 minutes until the filling is bubbling and golden, and the peppers are tender with blistered skins.
Remove the peppers from the oven and let them rest for a few minutes. Garnish with fresh herbs if desired, then serve warm, showcasing the vibrant colors and cheesy, smoky filling.