Preheat the oven to 200C/400F/Gas 6. Cook the rice in a pan of boiling water for 25 minutes, or until just tender, then drain.
Meanwhile, cut the peppers in half from top to bottom and discard the seeds. Place, open-side up, on a baking tray (cut a sliver from the base if necessary to help them sit flat). Bake for 15 minutes.
Spray a frying pan with cooking spray and cook the onion and courgette over a medium heat, stirring regularly, for 4-5 minutes, or until softened and lightly browned.
Add the tomatoes, garlic, cumin and coriander and cook for a minute, stirring constantly. Tip into a large heatproof bowl and stir in the almonds and orange zest.
Add the rice and parsley and season with a little salt and lots of pepper. Mix together.
Fill the peppers with the rice mixture. Dot with the cheese and return to the oven for 10 minutes, or until the peppers are softened and the filling is piping hot.