Bring water and rice to a boil in a saucepan. Reduce heat to medium-low, cover, and simmer until rice is tender and water has been absorbed, 20 to 25 minutes. Keep warm.
Preheat the oven to 450 degrees F (230 degrees C).
Toss cubed sweet potatoes in 1 tablespoon oil. Spread evenly on a baking sheet.
Roast sweet potatoes in the preheated oven until tender but not too soft, 15 to 20 minutes.
Heat a cast iron skillet with 1 tablespoon coconut oil over medium-high heat; add red, green, and orange bell peppers and saute for 2 to 3 minutes. Remove from the skillet and set aside.
Add remaining 1 tablespoon coconut oil to the same skillet. Add tofu evenly. Cook for 2 minutes and gently flip to the other side. Continue cooking, turning occasionally, until tofu gets a little crisp on the edges, 6 to 8 minutes.
Add jerk marinade, being deliberate about making sure tofu is covered. Once tofu starts to caramelize from the marinade, remove from heat.
Warm black beans in a microwave-safe dish until hot, 2 to 3 minutes, stirring every 30 seconds.
Assemble grain bowls: divide rice, tofu, peppers, sweet potatoes, and black beans evenly into individual serving bowls.