Slice the tops off the peppers and remove the core and white membranes. Place them on a baking sheet drizzled with olive oil.
Add the ground beef, egg, Parmesan, shredded cheese, breadcrumbs, salt, garlic, pepper, milk, and parsley. Mix well to combine.
Fill each pepper with the meat mixture and bake the stuffed peppers for 40 to 45 minutes at 350°F.
At this point, sprinkle them with shredded cheese and bake them for five more minutes or until the cheese is melted.