Preheat a grill to medium high. Pulse the scallions, celery and parsley in a food processor until finely chopped; transfer to a bowl. Add the beef, panko, egg, 2 teaspoons Worcestershire sauce, 1/2 teaspoon salt, and pepper to taste. Mix with your hands, then divide into 4 portions; set a piece of cheese on each. Mold the beef around the cheese and form into mini oval-shaped loaves. Stack 2 large sheets of heavy-duty foil; coat the top sheet with cooking spray. Arrange the meatloaves 1 1/2 inches apart in the center of the foil; coat with cooking spray. Bring the foil edges together to make a packet and crimp to seal. Set the packet seam-side down on the grill; add the peppers to the grill, skin-side down. Cover and cook 10 minutes. Flip the peppers, brush with Worcestershire sauce and sprinkle with salt; flip the packet. Continue cooking, covered, 5 to 8 more minutes. Remove the peppers and packet from the grill. Brush the meatloaves with ketchup. Return the open packet to the grill; cook 5 more minutes.