Grilled Cheesy Meatloaves

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1 bunch scallions (white and light green parts), cut into pieces

1 stalk celery, cut into pieces

1/4 cup fresh parsley

1 pound 90 percent lean ground beef sirloin

1 cup panko breadcrumbs

1 large egg

2 teaspoons Worcestershire sauce, plus more for brushing

Kosher salt and freshly ground pepper

3 ounces sharp cheddar cheese, cut into four 2-inch-long sticks

Cooking spray

3 assorted bell peppers, quartered or cut into large chunks

1/4 cup ketchup