Preheat oven to 350F. Line loaf pan with parchment paper.
In a skillet over medium heat add the olive oil, diced onions and bell peppers and cook for 5 minutes or so until they soften. Then add garlic and saute for another 2-3 minutes. Remove from heat to allow to cool down.
In a bowl mix together ground beef, cooked and slightly cooled veggies, worcestershire sauce, eggs, breadcrumbs, milk, all seasonings and ketchup. Mix just until combined, no longer.
Put half ground beef mixture into loaf pan and spread out. Put provolone cheese in the center topped with remaining meat mixture so the cheese is sealed inside.
Bake in the oven for about 50 minutes or until the center reaches 155F. Then spread ketchup or bbq sauce on the top and sprinkle mozzarella cheese on top of that. Bake for another 5-10 minutes so that melts and internal temp reaches 160F.
Allow to sit in pan for 5 minutes before slicing and serving.