Preheat your oven to 375° F. This initial step sets the stage for baking the peppers to perfection.
Cut the bell peppers in half and remove the seeds and ribs. Place them cut side up in a 9 X 13 inch pan with a ¼ cup of water at the bottom. Sprinkle lightly with kosher salt and microwave the peppers for 8 to 10 minutes until softened. Drain the water from the pan and set the peppers aside.
In a large skillet or dutch oven, heat 1 tablespoon of olive oil over medium heat. Add the diced onions and celery with a pinch of kosher salt. Sauté until they begin to soften, about 4 to 5 minutes.
Add the sliced cremini mushrooms to the skillet and cook for another 5 to 7 minutes until they soften. Once cooked, transfer the mixture to a bowl.
In the same skillet or dutch oven, melt butter over medium heat. Be sure to scrape any bits from the bottom of the pan to incorporate that delicious flavor. Next, whisk in the flour and cook over low heat for 2 to 3 minutes while stirring constantly.
Gradually add in the chicken stock and cold milk to the butter and flour mixture. Stir constantly to avoid any lumps forming. As the mixture heats, add in the dried thyme and ground mushroom powder, seasoning with salt and pepper to your taste.
Bring the sauce to a boil, then reduce to medium heat. Allow it to cook until it thickens and reduces by one third. This may take around 5 to 7 minutes.
Once the sauce has thickened, add the sautéed mushroom mixture back into the pot along with the shredded chicken and cooked white rice. Mix well and cook until warmed through. If the sauce is too thick, you can add more milk.
Lightly salt the insides of the prepared peppers (about ¼ teaspoon for each) and place them in a microwave-safe bowl with about ½ cup of water. Cover and cook for 5 minutes, allowing them to soften slightly further.
Now, place the peppers in a 9 X 12 baking dish, cut side down, and fill the cavities with the chicken mixture. Top each pepper generously with a handful of shredded cheese. Pour any remaining filling around the peppers. Cover the baking dish with foil and bake for 20 minutes, or until bubbling and the cheese is melted. Let the dish rest for 5 minutes before serving.