*If you can't get the Goya seasoning, a fairly decent substitute would be a pinch of white pepper, 1 tsp salt & 1 tsp garlic powder.
Cut peppers in half thru stem. Remove seeds and white pulp. Reserve half the amount of cut peppers for filling. Dice enough of the remaining pepper halves to make 1/2 cup of diced peppers.
Heat the olive oil in a heavy skillet over medium-high heat. Add the onion and the diced peppers. Saute until onion is translucent; about 5-7 minutes, being careful not to let this burn. Add onion mixture to cooked rice. Also add the salsa, seasonings and the shredded cheese. Set aside.
Preheat grill to high heat. Meanwhile, slice sausage into 1/8-1/4-inch slices. Place grill wok or grill pan (these have holes in them--they look like baking sheets with holes. Generally used for grilling small food such as scallops, shrimp and veggies. I use a Technique grill pan) on the grill grate.
Place sliced sausage on grill pan in a single layer. Grill about 3 minutes each side, or until they are brown and crisp. (if you don't wish to use the grill for this, they may be broiled or pan fried). Remove from grill and reduce heat to medium-low.
Add grilled sausage to rice mixture. Stuff the remaining pepper halves.
Place stuffed peppers on the grill pan/sheet. Close the lid of the BBQ grill and cook peppers for approximately 20-30 minutes or until peppers are just beginning to get soft and are nicely grilled. This can also be done in an oven indoors--place peppers in a baking pan, cover with foil and bake at 350 for 30 or so minutes. However, they taste MUCH better done on a BBQ grill.