Wash and core the peppers. Cut them into 2 cm pieces. Heat oil in a pan over low heat and cook the pepper pieces for 12-15 minutes, stirring occasionally. Drain and transfer to a baking dish.
In a saucepan, heat oil over medium-high heat. Fry the minced meat and onions for 5-7 minutes until browned. Add the kidney beans and tomatoes. Stir in the cayenne pepper, paprika powder, and chilli powder. Simmer for 10 minutes.
Transfer the meat mixture onto the pepper pieces in the baking dish. Mix well. Sprinkle the cheese over the top.
Bake in a preheated oven at 200°C / 392°F (or 180°C / 356°F for convection) for 30 minutes.