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HEAT oven to 350ºF.
BRING 1-1/2 qt. (6 cups) water to boil in medium saucepan. Add millet; cook 20 min. or until tender. Meanwhile, cook and stir onions and garlic in hot oil in large skillet on medium-high heat 5 min. or until onions are crisp-tender. Stir in carrots; cook 4 min. or until crisp-tender. Add cumin and chili powder; mix well. Cook 2 min.
DRAIN millet. Add to vegetable mixture in skillet with crumbles and 1 cup cheese; mix well. Spoon into pepper halves; place in shallow baking dish. Sprinkle with remaining cheese. Pour 1/4 cup water into dish; cover.
BAKE 35 min. or until peppers are crisp-tender and filling is heated through (160ºF).