1. Preheat broiler to high.
2. Cut bell peppers in half lengthwise; discard seeds and membranes. Place pepper halves, skin sides up, on a foil-lined baking sheet; flatten with hand. Combine asparagus and 1 tablespoon oil in a medium bowl; add to baking sheet. Broil 5 minutes. Remove asparagus from pan; set aside. Broil peppers an additional 5 minutes or until blackened. Place peppers in a paper bag; fold to close tightly. Let stand 10 minutes. Peel and chop peppers. Combine asparagus, peppers, and rind in a medium bowl; toss to combine.
3. Bring broth and 2 cups water to a simmer in a medium saucepan (do not boil). Keep warm over low heat.
4. Heat a large saucepan over medium heat. Add remaining 1 tablespoon oil to pan; swirl to coat. Add onion; cook 4 minutes, stirring frequently. Add garlic, shallots, black pepper, and salt; cook 2 minutes, stirring frequently. Add rice; cook 1 minute, stirring frequently. Stir in Champagne; cook until liquid is absorbed (about 2 minutes), stirring constantly. Stir in 1/2 cup broth mixture; cook 4 minutes or until liquid is nearly absorbed, stirring constantly. Reserve 1/4 cup broth mixture. Add remaining broth mixture, 1/2 cup at a time, stirring constantly until each portion is absorbed before adding the next (about 22 minutes total). Stir in asparagus mixture; cook 1 minute or until thoroughly heated. Remove from heat; stir in reserved 1/4 cup broth mixture and cheese.
MyRecipes is working with Let's Move!, the Partnership for a Healthier America, and USDA's MyPlate to give anyone looking for healthier options access to a trove of recipes that will help them create healthy, tasty plates. For more information about creating a healthy plate, visit www.choosemyplate.gov.