Preheat oven to 375 degrees.
Line a rimmed baking sheet with parchment paper.
In a skillet over medium heat, add the olive oil, diced onion, minced garlic, and chopped jalapeno (optional). Sauté until the onion and pepper mixture is soft. Remove from the head and set aside.
In a medium mixing bowl. Add the uncased Italian sausage, top with the grated cheddar cheese, cooked onion, and jalapeno mixture, and Kosher salt, black pepper, and smoked paprika. Using your hands, mix all ingredients until well combined.
Place the meat mixture into a plastic bag and snip one of the bottom corners to make about a 1/3” opening.
Slice the tops off each pepper and clean out any seeds. Hold the cleaned pepper by the bottom with one hand and use the snipped bag to pipe the meat mixture into the pepper. Once filled about ¾ of the way, place it on the prepared parchment-lined rimmed baking sheet. Repeat this process with the remaining peppers.
Bake in the preheated oven for 45 minutes until the peppers are golden brown and the meat mixture is fully firm and cooked through.