Heat olive oil in a large saucepan over medium heat. Add onion and garlic and cook, stirring for 2 minutes or until onions have softened but not browned.
Add mince and cook, stirring until browned and broken up, about 7 minutes.
Add carrot, mushrooms and celery and cook, stirring for a further 2 minutes. Then add remaining ingredients and stir to combine. Bring to the boil, cover and reduce heat to medium-low. Simmer gently for 20 minutes.
Slice capsicums in half vertically and remove seeds and membrane. Arrange capsicum halves on a large baking tray.
Fill capsicums with savoury mince. Sprinkle with feta and Parmesan. Bake in preheated oven for 30 minutes or until capsicum has softened and cheese has melted and browned. Serve immediately with salad.