In a Dutch oven, heat oil over medium-high heat; add in the onions, garlic, bell peppers, jalapeno pepper (or the chile pepper) chili powder, cumin and oregano, saute for about 3 minutes.
Add in the chopped tomatoes with juice, zucchini, pinto beans with juice and black beans with juice; bring to a boil, reduce heat and simmer for about 20-25 minutes (or until the zucchini is tender) season with salt and pepper to taste.
In a bowl combine the flour, cornmeal, baking powder, 1/2 teaspoon salt and cayenne pepper (if using).
Cut in the shortening until crumbly.
Stir in the shredded cheese.
Add in half and half cream; stir JUST until moistened.
Drop the dough by heaping tablespoonfuls into the simmering mixture; cook 5 minutes, then cover with lid and continue to cook for 8-12 minutes more, or until the dumplings are done.