Slice peppers in half lengthwise then place in a casserole dish and bake for 10 minutes.
While the peppers cook, brown the beef in a large skillet, then add the water, tomato paste, seasonings, and black beans. Simmer for a couple of minutes then add the shredded zucchini. Cook until the sauce reduces and thickens.
Remove the peppers from the oven and carefully remove any water that has pooled in the bottom of them. Divide the beef mixture amongst the halved peppers then top with shredded cheese.