Cook the Arborio rice in a large saucepan of boiling salted water until al dente—tender but firm—about 12 minutes. Drain and cool to room temperature.
While the rice is cooking, preheat the oven to 400° F, prepare the peppers and start the filling: Cut the stems from the peppers and scrape out the seeds and membranes with a teaspoon. Heat 2 tablespoons of the olive oil in a small skillet over medium heat. Stir in the onions and cook, stirring, until wilted, about 4 minutes. Scrape the onions into a mixing bowl, add the ground meat, egg, grated cheese, parsley, oregano and cooked rice, and stir together until evenly blended.
Divide the filling among the peppers, using about ¼ cup to fill each pepper loosely.
Rub the outside of the peppers lightly with the remaining tablespoon of olive oil, placing them into a 13 x 9-inch baking dish as you do so. Roast the peppers, turning once or twice with tongs, until softened and lightly browned in spots, about 20 minutes.
Pour in enough of the tomato sauce to barely cover the peppers. Cover the dish with aluminum foil and bake until the peppers are tender and the filling is cooked through, 30 to 40 minutes. Remove and let stand 10 minutes before serving.
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