Pour the milk over the bread, soak briefly. Mix the bread with the mince, egg, shallot and marjoram, season.
To grill the peppers:
Cut open the peppers lengthwise, remove the seeds. Stuff the peppers with the mince mixture, wrap each pepper in a rasher of bacon.
Charcoal/gas/electric grill: Grill over/on a medium heat for approx. 10-15 mins. all over.