Cut Canadian bacon into thin strips. In a large bowl combine bacon, zucchini, red pepper and Parmesan cheese; set aside.
For dressing, combine oil, vinegar, garlic, Italian seasoning, sugar, salt and pepper. Pour dressing over bacon mixture; toss gently to mix. Cover and chill 30 minutes.
Cook conchiglioni according to package directions. Drain and rinse with cold water. Spoon about 1/4 cup of the bacon mixture into each conchiglioni. Place the shells, filled side up, in a baking dish. Cover and chill 2-4 hours.
To serve, arrange romaine lettuce leaves among salad plates. Place 2 shells atop each plate.