Prepare the crabs. In a medium saucepan add the oil, heat, add all the vegetables and cook for 2 to 3 minutes. Add the rest of the ingredients and cook for 5 to 8 minutes. Set aside.
Make the pepper sauce. In the food processor mix all the ingredients until combined. Pour into a saucepan and cook for 3 to 5 minutes. Set aside.
Make the white sauce. In a small saucepan add the butter, heat, add the wheat flour and cook until it forms a paste. Mix the egg yolk with the milk and pour into the saucepan little by little until it forms the sauce, season to taste and add a pinch of nutmeg.
Fill the peppers with the stewed crabs. In a baking mold add the pepper sauce and the white sauce. Place the stuffed peppers and bake for 20 to 25 minutes.