Cut a thin slice off the top of the bread; set aside. Hollow out bottom half, leaving a 1/2-in. shell. (Discard removed bread or save for another use.) In a large skillet, cook bacon and mushrooms until bacon is crisp. Remove with a slotted spoon; set aside. Discard all but 1 tablespoon drippings. Saute red pepper in drippings until crisp-tender. Remove with a slotted spoon; set aside. Lightly beat eggs with milk, chives and pepper; add to skillet along with reserved bacon mixture. Cook and stir gently until eggs are set; remove from the heat. Place bread shell on a large sheet of heavy-duty foil. Spoon half of egg mixture into shell; sprinkle with half of the red pepper and half of the cheese. Repeat layers. Replace bread top and wrap bread tightly with foil. Bake at 400° for 20-25 minutes or until filling is heated through. Let stand for 5 minutes; cut into wedges.