Preheat the oven to 190°C / 375°F. Lightly grease a 23 x 33 cm / 9 x 13-inch baking dish with cooking spray or olive oil.
Heat the olive oil in a large skillet over medium-high heat. Add the ground beef and cook, breaking it apart, until browned and fully cooked. Drain excess fat if needed.
Add the diced onion and cook for 3 to 4 minutes, until softened. Add the garlic and cook for 30 seconds.
Stir in the ketchup, tomato sauce, tomato paste, Worcestershire sauce, brown sugar, apple cider vinegar, mustard, chili powder, smoked paprika, salt, and black pepper.
Reduce the heat to low. Simmer for 5 to 7 minutes, stirring occasionally, until the sloppy joe mixture is thick and saucy. Remove from the heat.
Cut the tops off the orange bell peppers and remove the seeds and white membranes. Carefully cut triangle eyes and a mouth into the front of each pepper to create jack-o’-lantern faces.
Arrange the peppers upright in the prepared baking dish. Trim a very thin slice from the bottom if needed to help a pepper stand upright.
Spoon the sloppy joe filling evenly into the peppers. Top each pepper with shredded cheese.
Cover the dish loosely with foil and bake for 18 to 22 minutes, until the peppers are tender and the cheese has melted. Remove the foil for the final 5 minutes if desired.
Let the peppers rest for 5 minutes. Add optional toppings and serve warm.