In a Dutch oven or stock pot, heat oil in over medium-high heat until shimmering. Add onions, bell pepper, chili powder, cumin, oregano, chipotle chili powder, thyme, coriander, 1/2 teaspoon salt, and 1/4 teaspoon pepper. Cook until vegetables have softened, 7 to 10 minutes.
Stir in garlic until fragrant, about 30 seconds. Add venison and cook, breaking up the clumps with a spoon, until the venison is no longer pink, about 5 minutes.
Stir in kidney beans, tomatoes, tomato puree, and bay leaf. Bring to a simmer, cover, and cook for 30 minutes. Remove lid and continue to simmer for 30 minutes longer. Remove bay leaf and season to taste with salt and pepper. Serve with shredded cheese, scallions, and sour cream.