Preheat the oven to 400°F (200°C). Line a baking sheet with parchment paper and lightly grease a baking dish.
Slice the tops off the bell peppers and remove the seeds and membranes. Arrange them upright in the prepared baking dish.
Toss the butternut squash, Brussels sprouts, zucchini, onion, and garlic with olive oil, thyme, rosemary, smoked paprika, salt, and pepper. Spread onto the baking sheet and roast for about 25 minutes until tender.
Transfer the roasted vegetables to a large bowl. Stir in the cooked quinoa, half of the mozzarella, Parmesan cheese, and parsley until evenly combined.
Spoon the filling into each bell pepper, pressing gently so they are well filled. Sprinkle the remaining mozzarella over the tops.
Cover loosely with foil and bake for 20 minutes. Remove the foil and bake for another 10 minutes, until the peppers are tender and the cheese is golden.
Allow the peppers to rest for 5 minutes before serving.