Clean mushrooms, pat dry and remove stems. Set aside. Cook bacon in a large skillet until crisp then remove to paper towels to drain. Reserve 2 Tbsp drippings in skillet.
Filling: In large mixing bowl, use an electric mixer or whisk to whip together Neufchatel, chili, garlic salt, lemon pepper, onion powder and minced garlic until fully combined.
Meanwhile, in the skillet with reserved bacon drippings sauté red bell pepper, yellow bell pepper and jalapenos over medium-high heat for 2-3 minutes, just until beginning to soften. Add minced garlic, cooking for 1 minute longer. Remove from heat, let cool slightly.
To the creamed mixture add bacon, cooked vegetables, shredded cheese and green onions mixing well by hand to combine. Use a spoon to divide the mixture evenly among the mushroom caps.
Breading: In a medium sized bowl, combine cracker crumbs, chili powder, garlic and lemon pepper. In a separate bowl, whisk together eggs with milk.
Carefully dip stuffed mushroom caps into egg mixture; then dredge in cracker mixture pressing gently on all sides. Repeat with remaining mushrooms. Spray breading with an oil sprayer or cooking spray.
Air Fry: Preheat air fryer to 350°F. Spray basket of air fryer with cooking spray. Air fry in batches, arranging mushrooms in basket leaving room between each for air to circulate. Cook breaded mushrooms for 7 minutes, then check. Spray any dry spots again with oil or cooking spray then cook for another 5-7 minutes or until fork tender. (Depending on size, more or less time will be needed)
Serve immediately garnished with chopped parsley or cilantro, if desired.