Place bulgur in a bowl. Stir in water; cover and let stand for 30 minutes or until moist of the liquid is absorbed. Drain and squeeze dry. Stir in the tomatoes, onions, cucumber and parsley. In a jar with a tight-fitting lid, combine the oil, lemon juice, sugar, salt, oregano and pepper; shake well. Pour over bulgur mixture and toss to coat. Refrigerate.
Referring to Fig. 1 at top right, score a 1/2-in.-wide strip around top of lemons for basket handles. Score peel from base of handle on one side to opposite side. Cut along lines with a sharp knife. Remove peel. Repeat on other side. Using a sharp knife and spoon, scoop out pulp under handle and inside basket. Fill with salad.