Heat the oven to 400°F and line a rimmed baking sheet with parchment paper.
Halve the peppers lengthwise and scoop out the seeds and ribs. Toss with 1 tbsp of the olive oil, salt and pepper, then arrange cut side up on the baking sheet.
Stir the goat cheese, Greek yogurt, Parmesan, chives, lemon zest, lemon juice, garlic and 1/4 tsp salt in a bowl until smooth.
Spoon about 2 tsp of the filling into each pepper half, or pipe it from a zip-top bag with the corner snipped. At this point the peppers can be covered and refrigerated up to 1 day ahead.
Toss the panko with the remaining 1 tbsp olive oil and scatter over the filled peppers.
Bake 18-20 minutes, until the peppers are tender and the tops are golden; broil 1-2 minutes if the panko needs more color. Cool 5 minutes, garnish with chives and serve warm or at room temperature.