In a large skillet, brown and stir sausage until the meat is crumbled and no longer pink; drain. In a small bowl, combine cooked sausage, cream cheese and Parmesan cheese. Spoon mixture into prepared peppers. Arrange filled peppers on an ungreased baking pan. Bake in a preheated 400°F oven for 12 to 15 minutes or until lightly browned.
To grill: preheat gas grill or prepare charcoal grill according to manufacture's directions. When ready to grill, place peppers on a grilling tray over low heat (gas grill) or on medium-high on a charcoal grill, 4 to 6 inches from coals; cover. Grill for 10 to 12 minutes or until lightly browned.
Safety tip: wear disposable gloves when cutting hot peppers; the oils can burn skin. Avoid touching your face.