Preheat the grill for indirect grilling according to your manufacturers directions.
Slice the tops off the bell peppers, and remove the seeds and veins. Chop the tops and save them for another use. Turn the peppers upside-down on the large plate and microwave on high for 3 to 4 minutes. The peppers should be slightly soft, but not mushy.
In the medium bowl, stir together the beans, brown rice, cilantro, and salsa. Season with salt. Stand the peppers up in the prepared pie pan. Spoon the filling into the peppers, filling them just past the top edge. Sprinkle a tablespoon or two of grated sharp reduced-fat cheddar cheese on top of each filled pepper.
Place the pan of peppers over a grill grate that is not heated, as for indirect grilling. Close the lid and allow to cook until the cheese is melted and the pepper skins are a little wrinkled, about 5 to 10 minutes. Remove from heat and allow to cool for about 2 minutes, then serve.