Preheat the grill to a medium heat. Using a small, sharp knife, cut out a pumpkin shape from the bread.
Lightly toast one side of the bread. Mix together the cheese, milk and Worcestershire sauce (if using). Spread the mixture on to the untoasted side of the bread, taking care to ensure most of the bread is covered. Add a splash of Worcestershire sauce, if liked.
Cut out 6 small triangle shapes and 2 zig-zag mouths from the green or red pepper. Place on top of the cheese for the eyes, nose and mouth.
Grill until the cheese has melted and is starting to brown. Transfer to plates and allow to cool for a minute before eating.