Make the Casserole: Heat up a large skillet with olive oil. Sautee the peppers, onions, and garlic until soft. Empty into casserole dish.
In the same skillet, brown the ground beef. Season with salt and pepper. Add to casserole dish.
While the peppers and beef are browning, cook the rice and add to casserole dish.
Add the chopped walnuts, dill, parsley, feta cheese, 1 cup of the mozzarella, lemon juice, and lemon zest to the casserole. Mix thoroughly. Add salt and pepper if necessary.
Make the sauce: In a small saucepan, combine all sauce ingredients. Bring the sauce to a simmer over medium-high heat. Simmer for about 10 minutes then pour over casserole dish. Stir well.
Top the casserole with the remaining mozzarella cheese and bake 25-30 minutes or until warmed through and cheese melted.