Preheat your oven to 350°F (175°C).
In a pan, heat the olive oil over medium heat. Add the chopped onion and minced garlic, and sauté until they become translucent and fragrant.
Add the ground meat to the pan and cook until browned. Make sure to break up any large chunks of meat with a spatula or wooden spoon.
Stir in the paprika, cumin, salt, and pepper. Cook for an additional 2-3 minutes to allow the flavors to meld together.
Remove the pan from heat and add the cooked rice to the mixture. Stir well to combine all the ingredients.
Take each Piquillo pepper and carefully stuff it with the meat and rice mixture. You can use a small spoon to help pack the filling tightly into the peppers.
Once stuffed, place the peppers in a baking dish or oven-safe skillet. Sprinkle the grated cheese over the top of the peppers.
Bake in the preheated oven for about 15-20 minutes, or until the cheese has melted and turned golden brown.
Remove from the oven and let the Piquillos Rellenos cool for a few minutes before serving.
Serve the Piquillos Rellenos as an appetizer or a main course. They pair well with a fresh green salad or crusty bread.
