You certainly can! Adding an egg to a batch of stuffed pepper filling will make it more cohesive. The egg white proteins and the lecithin (an emulsifier) from the yolk will bind the filling ingredients a little. If you do add an egg to the stuffing mixture, roast the stuffed peppers for at least 15 to 20 minutes at 375° F. This will allow the egg to cook and reach a safe temperature of 160° F. When in doubt, use a meat thermometer to check the stuffing temperature in the center of each pepper.