Cut the tops off of the peppers. Take a small knife and de-vein and de-seed the peppers.The goal here is to hollow out the peppers, without compromising the shape. It's easier to stuff them when there aren't holes in them for the cheese to spill out! I'll use a long, sharp paring knife for this. That way it will fit inside of the pepper and you can just twist it around to remove the seeds. If you're careful and the knife is sharp enough, you can also slice through the veins and pull them out. You don't have to remove every single vein and seed, but they are quite bitter. So, removing as much of the innards as possible is preferable.
Stuff cheese (or topping of choice) inside of the peppers.It helps to pull the cheese apart a little bit before trying to stuff the peppers. That way, you can push it into the bottom tip of the pepper, without poking through the flesh. This can be easier said than done! Especially with larger pieces of cheese. Although crumbling it certainly helps as well as stuffing small amounts of cheese at a time.I also like to fill the end of the peppers with a larger chunk of cheese. This serves as a kind of cap to the peppers to keep the crumbled bits of cheese from falling out during the roasting process.
Roast peppers 10-15 minutes, or until the peppers begin to char and turn slightly brown in color. Make sure to rotate somewhere between half and three-quarters of the way through the roasting process in order to cook evenly.No matter what method of cooking you use, most peppers are going to take about the same amount of time to cook. See the above instructions for a more detailed instruction of each cooking method. Although, generally speaking, roasting the peppers on the default setting or medium-high heat is going to result in similar cooking times. Just rotating when they start to char and not using a timer tends to work as well.Also make sure that the peppers are propped up as much as possible, to keep the cheese from spilling out. I tend to place them in the air fryer so that the slight curve of the peppers faces upward. Most peppers aren't perfectly straight and lean to a certain direction. Then, when I rotate them to get an even cook, I'll sometimes stack the peppers leaning against one another so that the cheese still faces upwards as much as possible.