Preheat the oven to 375°F. Cut the tops off the bell peppers and remove seeds. Trim the bottoms very lightly so that they sit flat. Brush them with olive oil and bake for 10 minutes while making the filling.
Heat a skillet over medium heat and sauté onions and garlic for 2 minutes. Add ground turkey/chicken and cook until browned. Stir in zucchini and cook for another 3 minutes.
Add tomato sauce, Dijon mustard, Worcestershire sauce, smoked paprika, chili powder, salt, and black pepper. Stir in brown rice and let simmer for 5 minutes.
Remove peppers from the oven and fill them with the sloppy joe mixture.
Sprinkle with cheese and panko breadcrumbs.
Return to the oven for 15 minutes until cheese is melted and the tops are golden.