In a heavy skillet cook the bacon over moderate heat, stirring, until it begins to brown but is not crisp, transfer it with a slotted spoon to paper towels to drain, and discard the fat from the skillet. In the skillet, wiped clean, cook the onion and the garlic in the oil over moderately low heat until they are softened, add the bell peppers and the oregano, and cook the mixture, stirring, until the bell peppers are crisp-tender. Transfer the mixture to a small bowl and stir in the bacon, the vinegar, the Parmesan, and salt and black pepper to taste. The bell pepper mixture may be made 1 day in advance and kept covered and chilled.
Arrange the clams in the reserved shells in a jelly-roll pan filled with some of the coarse salt (to balance the shells), divide the bell pepper mixture among them, and bake the clams in a preheated 400 degree oven for 12 to 15 minutes, or until they are just cooked through. Arrange the clams on a platter filled with more of the coarse salt.