Preheat your oven to 375°F (190°C)..
Use a small knife or paring knife to carefully carve faces into the tops of each bell pepper, creating classic jack-o'-lantern expressions. Set aside the carved tops for later use.
Gently scoop out the seeds and membranes from inside each carved pepper, making space for the stuffing while keeping the peppers intact.
In a mixing bowl, combine cooked rice, shredded cheese, mixed vegetables, a drizzle of olive oil, and season with salt, pepper, and paprika. Mix thoroughly until evenly combined.
Use a spoon to fill each hollowed pepper with the rice mixture, pressing gently to pack the filling tightly and fill the peppers completely.
Place the stuffed peppers upright on a baking sheet lined with parchment paper. Brush the outside of each pepper lightly with olive oil for a roasted finish.
Bake the peppers in the preheated oven for about 35-40 minutes, until the peppers are tender and slightly caramelized, and the cheese is melted and bubbly.
Remove the peppers from the oven and let them cool for a few minutes. Place the carved lids back on top or serve as a decorative garnish if desired.
Arrange the finished stuffed peppers on a platter, showcasing their carved faces and vibrant colors. Serve warm and enjoy their festive, hearty flavor.