Prepare rice according to package directions.
Preheat oven to 425°F. In medium bowl, combine rice, stuffing, turkey, gravy, egg, salt and black pepper.
Divide rice mixture evenly among peppers. Fit stuffed peppers into parchment paper–lined 13- x 9-inch baking dish. Sprinkle with mozzarella cheese; drizzle with olive oil.
Cover with foil; bake for about 30 mins or until peppers are tender, filling is heated through, and cheese is melted.
Add leftover Thanksgiving vegetables, or frozen corn or peas to the rice filling if desired. Garnish with parsley.