Preheat your oven to 350°F (175°C).
Carefully cut off the tops of the rocoto peppers and remove the seeds and membranes. Be cautious while handling the peppers, as they can be spicy. It's recommended to wear gloves.
In a large skillet, heat the vegetable oil over medium heat. Add the onion and garlic, and sauté until they become translucent.
Add the ground beef or pork to the skillet and cook until it's browned and cooked through. Stir in the cumin, paprika, salt, and pepper. Mix well.
Fill each rocoto pepper with the meat mixture and place them in a baking dish.
In a separate bowl, whisk together the milk and eggs. Pour this mixture over the stuffed rocoto peppers, making sure they are well covered.
Sprinkle the grated cheese on top of the peppers.
Bake the Rocoto Relleno in the preheated oven for about 30-40 minutes, or until the peppers are tender and the cheese is melted and slightly golden.
Once cooked, remove the dish from the oven and let it cool for a few minutes.
Serve the Rocoto Relleno with a side of white rice and aji sauce, if desired.