Preheat the oven to 425 degrees F.
In a large bowl, add the bread and the milk and let soak for a few minutes then wring out the moisture. In another large mixing bowl add the meat and the soaked bread. Add the egg, salt and pepper, to taste, the garlic, parsley, cheese and a drizzle of extra-virgin olive oil. Mix to combine and form into 4 mini oval loaves, about 2-inches thick.
Arrange the loaves on a medium nonstick baking sheet and drizzle the tops with a little extra-virgin olive oil. Roast in oven for 20 minutes.
While meat is roasting, put a medium skillet or sauce pot on the stove over medium heat, and add 2 tablespoons olive oil. Add the peppers and the onions, season with salt and pepper, to taste, and saute for 10 minutes. Stir in the tomato paste, cook for 1 minute, then sprinkle in the flour and stir for 1 minute more. Whisk in the stock and Worcestershire, and season again with salt and pepper, to taste. Reduce the heat and let simmer until ready to serve.
Remove the meatloaves from the oven to a serving platter and serve with lots of chunky pepper and onion gravy on top.