Cut off tops of peppers, and remove ribs and seeds. Chop edible portions of tops; set aside. Bring a large pot of salted water to a boil. Add peppers, reduce heat, and simmer until tender but still firm, about 5 minutes. Drain and set aside.
Heat butter in a medium skillet. Saute reserved chopped pepper, onion and celery until tender, 3 to 5 minutes. Stir in crushed tomatoes, tomato sauce and garlic. Season with basil, oregano, 1 1/2 teaspoons salt and 1/4 teaspoon pepper. Simmer uncovered for 10 minutes. Preheat oven to 350 degrees F (175 degrees C).
Meanwhile, in a large mixing bowl, combine egg, 1 teaspoon salt, 1/4 teaspoon pepper, Worcestershire sauce and Parmesan. Mix in hot sausage, mild sausage, bread crumbs and 1 cup of the tomato sauce mixture.
Using a piping bag or sausage stuffer, fill each pepper with the meat mixture. Place in a 3 quart casserole dish, and pour remaining tomato sauce mixture over peppers.