Preheat the oven to 375 degrees and place the prepared bell peppers in a baking dish.
In a large bowl, combine the chorizo, rolled oats, egg, onion, garlic, cumin, chili powder, salt, and black pepper.
Stir in 1/4 cup of the tomato sauce until the mixture holds together.
Spoon the meat mixture evenly into each bell pepper, pressing down gently to fill them completely.
Spoon the remaining tomato sauce over the top of each stuffed pepper.
Sprinkle the shredded cheddar cheese evenly across the tops.
Bake for 35 to 40 minutes until the peppers are tender and the filling reaches 160 degrees inside.
Remove from the oven and let the peppers rest for 5 minutes before serving.