Bring water to a boil in a large saucepan. Gradually stir in cornmeal. Cook over low heat until thick, stirring constantly. Stir in the blue cheese, salt, and pepper. Pout into a buttered 8 inch cake pan and chill for 60 minutes. Cut into serving-size pieces.
In a small saucepan, heat the red bell peppers and sugar. In a skillet, add oil and saute the zucchini slices until cooked. Serve polenta with peppers and zucchini.
This recipe serves 10 people. Due to the nature of this recipe, it adjusts the number of servings in multiples of 10 only.