Brown sausage in a large skillet, remove from pan and set aside. If using a low-fat sausage like turkey, brown in a tablespoon of olive oil.
Drain all but 1 tablespoon of fat from the skillet and saute the peppers and onions over medium heat until just tender, about 3-4 minutes.
Add rice and stir until grains start to turn golden, about 3 minutes.
Pour chicken broth and Worcestershire sauce into the rice, add salt and beans. Stir and bring to a boil, reduce heat to low and cover.
Cook for 20 minutes (adjust time based on the rice used). Remove from heat and stir in sausage and cheese. Mixture will be thin but will thicken as it cools.