Sausage Stuffed Piquillo Peppers

Ingredients for 12 Stuffed Piquillo Peppers:

12 Piquillo Peppers
olive oil, as needed
4 oz chorizo, Merguez sausage, or any spicy sausage meat
1/2 cup diced green onions
salt and pepper to taste
1/2 cup cooked white long grain rice
2 oz goat cheese
2 cloves crushed garlic
2 tbsp parsley, plus more to garnish
cayenne to taste
1 tsp cumin
1 large egg
2 tbsp sliced or chopped almonds
1 tsp blood orange zest
1 tbsp blood orange juice
400 F. for 15-20 minutes