Cook rice and lentils separately according to package instructions. Use 1 cup of broth for the rice and 2 cups of broth for the lentils. Once cooked, remove from heat and combine. Set aside.
Meanwhile, preheat the broiler and place the rack closest to the heating element. Brush peppers with oil and place on a rimmed baking sheet. Broil peppers for about 2 minutes; turn over and broil for another 1-2 minutes. Remove from the oven and let cool for a few minutes. Turn off broiler and preheat oven to 350 degrees.
Carefully peel away any black, blistered skin. Using a paring knife, remove the stems and make a slit along the top of each pepper, leaving the end intact. Place prepared peppers in a lightly oiled glass baking dish. Set aside.
Heat 1 tablespoon of oil in a large sauté pan over medium heat. Add squash and shallot; sauté stirring frequently until vegetables just begin to soften, about 1 minute. Add turmeric, oregano, tomatoes, salt and pepper. Continue stirring and cook for about 1 minute, then add rice-lentil mixture. Remove from heat. Adjust seasoning if necessary. Divide mixture among the four peppers. Cover loosely with foil and bake in a 350 degree oven for 30 to 45 minutes.