Preheat the oven to 375 degrees F (190 degrees C). Line a rimmed baking sheet with heavy duty aluminum foil.
Wash the pumpkin and cut off the top at an angle to form a lid that won't fall through. Clean out and discard seeds and string.
Heat a large skillet over medium-high heat. Cook and stir beef, oregano, salt, and pepper in the hot skillet until browned and crumbly, 5 to 7 minutes. Add onion, celery, and bell pepper; cook 3 minutes. Add mozzarella cheese, tomato sauce, water, corn, mushrooms, and instant rice. Stir well.
Pour mixture from the skillet into the pumpkin and replace lid.
Bake in the preheated oven for about 1 hour. When serving, scrape the insides of the pumpkin to get some of the soft flesh in each bowl.
