Prepare each capsicum by carving off a lid and a face (eyes, nose and mouth) and removing any seeds and membrane from the center.
Rinse the rice and split peas. Add to a saucepan with 4 cups of water. Bring to the boil, then reduce heat and simmer for 17 minutes until rice and split peas are just tender. Set aside to cool slightly.
Pre-heat oven to 180°C (fan forced). Heat oil in a frypan, add onion, bacon, garlic and thyme. Cook for 4-5 minutes until onion is tender. Stir in tinned tomatoes and paprika and cook for another 5 minutes. Add rice mix, feta and parsley. Gently combine and season well with salt and pepper.
Arrange capsicums in a baking tray and fill with the rice mixture. Drizzle with a little olive oil, replace tops of capsicum and bake for 50 minutes until capsicums have cooked through.