Remove the tops (but don't throw them away) and hollow out the pith and seeds from the peppers. Place the peppers on a baking tray and cook for 20 minutes.
Meanwhile, heat the oil over medium heat; add mince and cook until browned, about 10 - 15 minutes.
To make the filling mixture: combine the egg, breadcrumbs, Parmesan cheese, and salt in a large bowl; stir well. Stir in the cooked mince, olives, capers, chopped parsley and mozarella cheese.
Lower the oven temperature to 160 C / Gas mark 3.
When the peppers have cooled a little bit, fill them with the beef mixture. Place the tops back on. Lay the stuffed peppers in a lightly greased rectangular baking dish.
Bake for about 25-30 minutes.