In large bowl, pour 1 1/3 cups boiling water over bulgur; cover and let stand for 15 minutes. Drain and press out moisture; return to dry bowl.
Meanwhile, slice tops off red peppers leaving 2-inch high sides; core and scrape out seeds. Dice tops and set aside.
In food processor or by hand, finely chop mushrooms. In large nonstick skillet, heat half of the oil over medium-high heat; fry diced peppers, mushrooms, onion, garlic, sage and ½ tsp each of the salt and pepper until liquid is evaporated, about 10 minutes. Add to bulgur along with cheese, toasted almonds and parsley; toss to combine.
Spoon bulgur mixture into peppers, mounding if necessary. Place peppers, stuffed side up, in a 8-inch square glass baking dish. Drizzle with lemon juice and remaining oil; top with tomatoes. Sprinkle with remaining salt and pepper.
Cover with foil; bake in 350◦ oven until peppers are almost tender about 1 hour. Uncover and bake until tips are crusty, about 30 minutes.