Heat oven to 350°F/180°C. Rinse the rice until the water runs mostly clear and drain well.
Combine the rice, onion, hot green pepper, garlic, tomato paste, salt, black pepper, paprika, cumin, and turmeric in a large bowl. Mix until evenly coated.
Slice off the stem ends of the Italian frying peppers and remove seeds. Fill each pepper to the top with the rice mixture. Arrange snugly in a wide, oven-safe sauté pan.
Whisk olive oil, water, tomato paste, salt, black pepper, paprika, turmeric, and cumin until smooth. Pour over the peppers; liquid should come about two-thirds up their sides. Add a little more water if needed.
Cover directly with a sheet of wet parchment paper and transfer to the oven. Bake until the rice is tender and peppers are completely soft, about 2 hours.
Remove the parchment and bake on convection or increase heat to 425°F/220°C for 10 minutes to lightly reduce and deepen the sauce. Rest 10 minutes before serving.