In large pot, heat oil over medium heat. Add onions, zucchini, bell peppers and garlic and cook, stirring often, until softened, 15 minutes. Add jalapeño, parsley, cilantro, chili powder and cumin and cook, stirring, 2 minutes. Add tomatoes with juice, tomato sauce and sugar; simmer 10 minutes. Add beans; simmer 10 minutes more.
Dumplings: In medium bowl, mix cornmeal and water. Add flour, salt, cilantro and cheese. Form mixture into 1-inch balls. Add dumplings to stew, stirring gently to submerge. Simmer until dumplings are cooked through, 10 to 12 minutes.