Pour oil into a deep skillet or Dutch oven and and heat to 325°F.
While oil is preheating, create the egg batter. Using a hand mixer, whip egg whites on high until it forms stiff peaks. Add baking powder to egg yolks and stir carefully. Finally, fold the yolk mixture into the egg whites very carefully.
In a separate shallow pan, whisk together flour, cumin and salt.
Remove the burnt flesh from each pepper and make a small cut in the center of each. Carefully stuff each pepper with chunks of cheese.
Lay your first stuffed pepper gently in the flour dredge and spoon flour over the topside of your pepper. Then, carefully place pepper into the egg batter, spooning the batter over the top.
Place each battered pepper one at a time very gently on the surface of the oil, work in small batches making sure to leave plenty of room for each pepper.
While the bottom side is cooking use a spoon to spoon hot oil over the tops especially around the area where the slice has been made for the cheese.
When the bottom of the peppers have a nice dark golden outline, carefully turn each pepper and cook the other side, about 5 minutes per side.
When both sides are a dark golden color, gently remove each pepper and place on a plate lined with a few sheets of paper towel to absorb the excess oil.
Optional: Place stuffed peppers onto a lined baking sheet and in the oven at 325°F for 15 minutes for extra crispness.
Pour salsa roja on a plate and top with your stuffed pepper and serve.