Preheat the grill. Heat a gass grill to medium heat, about 350°F.
Make the couscous. In a medium saucepan bring the water to a boil. Add couscous and return to a boil. Cover and reduce heat to simmer. Cook for 10 minutes or until water is absorbed. Remove couscous from heat, keep covered and let it cool.
Prepare the peppers. Cut the tops off the peppers and clean the insides by removing the membranes and seeds. Brush lightly with olive oil.
Make the sauce. In a small bowl combine the yogurt, vinegar, shallots, oregano, lemon juice, ground pepper, and lemon peel. Stir well and refrigerate until ready to serve.
Grill the peppers. Place the peppers on the grill; grill for 5 minutes then turn and grill an additional 3-5 minutes on each side until cooked. Remove from grill and let cool slightly.
Prepare the couscous mixture. After the couscous has cooled slightly add the tomatoes, cucumber, red onion, herbs, feta, bell pepper and ground pepper to the couscous pan. Mix well.
Assemble the peppers. Place each pepper upright on a plate. Divide the couscous mixture among the four peppers. Drizzle with the yogurt sauce and serve immediately.