Preheat oven to 350 degrees F.
Cook peppers in large pot of simmering water for 8 minutes or until peppers are tender. Drain; cool under running cold water. Drain, upside down, on paper toweling.
Heat oil in a large skillet over medium heat. Add onion and garlic; cook for 5 minutes or until onion is softened. Stir in cumin; cook for 2 minutes. Add beef, breaking up with a wooden spoon; cook for 5 minutes. Add tomato sauce, Worcestershire sauce, black pepper, ketchup, horseradish and salt, if using. Cook for 6 minutes. Remove from heat. Stir in cooked rice and Cheddar cheese. Spoon into green pepper shells, dividing equally. Top with parsley. Place the peppers in a 9 x 9 x 2-inch baking pan.
Bake in the preheated 350 degree F oven for 35 to 40 minutes or until the filling is hot. Makes 4 servings.