Mix up the tuna salad ingredients until well combined, then set aside while the oven preheats to 425 degrees F.
Slice peppers in half from the top, and clean out all of the seeds. Roast at 425 degrees F until peppers are tender (20 minutes was perfect for me).
Scoop about 1/3 cup of tuna salad into each roasted pepper half. Top with a slice of cheese, then place the baking sheet back into the oven for 3-5 minutes, or until cheese is bubbly.