Preheat oven to 350 F.
Cut peppers in half lengthwise and remove seeds. Place on a parchment-lined baking pan or baking dish. Drizzle with oil and season with salt and pepper. Bake for 30 minutes.
Meanwhile make the fillng. Heat oil in a frying pan on medium heat. Add onions and cook 3-4 minutes, or until softened. Add garlic and mushrooms and sauté until mushrooms are cooked and the water from them has evaporated.
Stir in walnuts, tomatoes and salsa. Taste and season with additional salt and pepper.
Once the peppers are ready, remove from oven and stuff the peppers evenly with the filling. Garnish with parsley and sprinkle with optional cheese, if desired.