Preheat your oven to 375°F (190°C). Slice the tops off the bell peppers and remove the seeds and membranes carefully, creating hollow shells.
In a mixing bowl, combine the cooked rice, diced vegetables, shredded cheese, olive oil, salt, and black pepper. Mix thoroughly until all ingredients are well incorporated.
Stuff each hollowed-out pepper with the rice mixture, pressing gently to pack the filling in firmly and make the peppers stand upright.
Place the filled peppers upright in a baking dish, and cover the dish loosely with aluminum foil. Bake for about 25 minutes, until the peppers are tender and filling is heated through.
Remove the peppers from the oven and carefully peel back the foil. Distribute slices or shredded cheese on top of each pepper to resemble the glowing eyes and mouth of a Jack-o'-Lantern.
Return the peppers to the oven and bake uncovered for an additional 5-7 minutes, until the cheese melts and slightly golden, highlighting the facial features.
Once baked, let the peppers cool slightly. Use additional cheese slices or shredded cheese to craft a spooky face on each pepper, with eyes, nose, and a jagged mouth.
Serve these festive Jack-o'-Lantern stuffed peppers hot, as a fun appetizer or main course with your favorite sides.