Preheat oven to 400°F and line a baking sheet with foil. Spray with cooking spray and place the halved peppers on it cut side up. Sprinkle with salt and pepper and place in the oven to bake for 15 minutes.
In a large bowl, combine the remaining stuffed pepper ingredients, minus the cheese, and stir together until combined. Taste for seasoning.
Remove the peppers from the oven and divide the filling evenly into each pepper half. Bake for another 15-20 minutes or until the peppers have cooked to your liking. Remove from the oven, top with shredded cheese and bake another 5 minutes or until the cheese is melted.
While the peppers finish cooking, make the avocado sauce. In a blender or food processor add all the ingredients and blend until smooth. Add water a tablespoon at a time to loosen in until desired consistency is reached. Taste for seasoning.
Serve the stuffed peppers with the avocado sauce on the side or drizzled on top.