Add oil to a small saucepan, and start heating. Add all of the spices, and stir until the mustard seeds start popping vigorously. At this point, add all of the vegetable pieces, and stir to coat. There's no need to really cook the vegetables much, since firm vegetables make the dish more interesting.
After the vegetables have cooked for a short time, remove from the burner, and add the rice. Combine well, and the rice should take on some of the color from the oil. Add the cheese to the mixture, and combine once again.
Take the rice/cheese/vegetable mixture and stuff the bell peppers with it. Place the tops back on, put them on a pan, and pop it into the oven. I found that 350 degrees for 45 minutes was enough to cook the bell peppers. Your results may vary, but just observe the peppers every now and then. The dish is done when the bell peppers start looking a little droopy and their skins get wrinkled.
Remove from the oven, cool a bit, and then eat!