Rinse the rice and lentils. Add to a saucepan with 4 cups of water. Bring to the boil, reduce heat and simmer for 17 minutes until rice and lentils are just tender. Drain and rinse well. Set aside to cool slightly
Pre-heat oven to 180°C (160°C fan-forced). Heat oil in a frying pan, add onion, chorizo, garlic and thyme. Cook until the onion is tender. Stir in smoked paprika and combine with the cooked rice mixture, feta and parsley. Season well.
Cut the lid off the top of capsicums, remove any seeds and membranes. Arrange in a large baking tray and fill with the mixture. Drizzle with a little olive oil, replace tops of capsicum and bake for 50 minutes, until capsicum have cooked through.
Serve stuffed capsicum with a drizzle of red wine vinegar and some additional feta and parsley if desired.