Preheat oven to 375°F.
Place pepper halves on a rimmed baking sheet. Bake until tender but still holding their shape, about 30 minutes.
Meanwhile, heat oil in a large skillet over medium heat. Add onion and cook, stirring, until starting to brown, 4 to 5 minutes. Add mushrooms and cook, stirring, until they're softened and release their juices, about 5 minutes more. Add steak, Italian seasoning, pepper and salt; cook, stirring, until the steak is just cooked through, 3 to 5 minutes more. Remove from heat and stir in Worcestershire.
Preheat broiler to high. Divide the filling between the pepper halves and top each with a slice of cheese. Broil 5 inches from the heat until the cheese is melted and lightly browned, 2 to 3 minutes.
