Preheat the oven to 375 degrees and lightly grease a baking dish that will hold the peppers upright.
Slice the tops off each orange bell pepper and remove the seeds and membranes. Use a small knife to carve simple jack-o'-lantern faces into the sides of each pepper.
Place the carved peppers in the prepared baking dish and set aside.
In a large skillet over medium heat, cook the ground beef with the diced onion and minced garlic until the beef is browned and the onion is soft. Drain any excess fat.
Stir the cooked rice, tomato sauce, paprika, salt, and black pepper into the beef mixture until everything is evenly combined.
Spoon the filling into each carved pepper, packing it gently. Sprinkle the shredded cheddar cheese over the top of each pepper.
Bake for 25 to 30 minutes until the peppers are tender and the cheese is melted and lightly browned.