01 - Set oven to 375°F (190°C). Lightly coat a baking dish with oil or nonstick spray to fit peppers upright.
02 - Slice off the tops of each bell pepper. Remove seeds and inner membranes, then set peppers aside.
03 - Combine ground beef, onion, garlic, breadcrumbs, egg, whole milk, parsley, smoked paprika, cumin, chili powder, salt, black pepper, and 1/4 cup barbecue sauce in a large mixing bowl. Mix until just incorporated; avoid overmixing.
04 - Evenly fill each prepared pepper with the meat mixture, gently mounding at the top. Arrange peppers upright in the prepared baking dish.
05 - Brush the tops of each stuffed pepper with 2 tablespoons of the remaining barbecue sauce. Loosely cover the dish with foil.
06 - Bake on the middle rack for 35 minutes. Remove foil when finished.
07 - Brush peppers with the remaining barbecue sauce and top each with shredded cheddar cheese.
08 - Return dish to oven, uncovered, for 10 to 15 minutes until cheese has melted and peppers are tender.
09 - Allow peppers to rest for 5 minutes before serving. Garnish with chopped fresh parsley if desired.