Cook the rice according to the package directions.
Meanwhile, cut the tops off of the bell peppers and remove seeds and membranes. Chop any pieces of the pepper you can from the tops and set aside. Throw away the top, seeds, and membrane.
Heat the olive oil in a skillet over medium high heat. Add in the chopped peppers, onions, and garlic. Cook for 3-4 minutes, stirring frequently.
Add in the chorizo and cook, breaking up the sausage, for 5-6 minutes or until it begins to brown. Remove from heat.
Add the marinara sauce, cooked rice, Worchestershire sauce, salt, and black pepper to the chorizo and mix well.
Place the hollowed out peppers in a 9 x 13 baking pan. Divide the chorizo and rice mixture between the peppers.
Mix together the two cheeses and sprinkles a few tablespoons on top of each pepper.