Preheat oven to 350 degrees F (175 degrees C).
Bring brown rice and water to a boil in a saucepan. Reduce heat to medium-low, cover, and simmer until rice is tender and liquid has been absorbed, 45 to 50 minutes.
Cook and stir beef, garlic, and onion in a skillet over medium heat until meat is evenly browned and onion is softened, about 5 minutes.
Remove and discard the tops, seeds, and membranes of the green, red, and yellow bell peppers. Arrange peppers in a baking dish with the hollowed sides facing upward. Slice the bottoms off the peppers if necessary so that they stand upright.
Mix the browned beef, cooked rice, 1 can tomato sauce, Worcestershire sauce, salt, and pepper in a bowl. Spoon an equal amount of the mixture into each hollowed pepper. Mix the remaining tomato sauce and Italian seasoning in a bowl, and pour over the stuffed peppers.
Bake in the preheated oven, basting with sauce every 15 minutes, until the peppers are tender, about 1 hour. Sprinkle the peppers with grated Parmesan cheese after baking.