Preheat oven to 325°.
Spray a casserole dish with non-stick cooking spray.
Slice bell peppers and remove and discard the seeds and membrane.
Place bell peppers, uncovered, into the oven and cook for 20 minutes. Brown onions in olive oil.
Add ground beef and cook until browned.
Drain any excess liquid.
Add ketchup, mustard, Worchestershire sauce, and salt and pepper to taste.
Fold in cheddar cheese, saving 2-3 tablespoons for later.
Increase oven temperature to 350°.
Fill peppers and place them in the baking dish and baking dish; sprinkle with extra saved cheese.
Cover with aluminum foil and bake for 35 minutes.
Serve with diced tomatoes, shredded lettuce, and pickles.