Preheat oven to 180 degrees C. Lightly grease a 23x13cm loaf tin.
Heat the olive oil in a large frypan over medium heat. Stir in the mushrooms, onions, and capsicums; cook until the onion is transparent, about 5 minutes. Sprinkle sage over the vegetables, and cook until vegetables are soft, about 5 minutes more. Transfer vegetables to a large mixing bowl.
Stir the rice, walnuts, soup mix, oat bran, wheatgerm, egg whites, Worcestershire sauce and mustard into the mushroom mixture until thoroughly blended. Spoon into prepared loaf tin, pressing down mixture with a spatula to flatten top.
Bake in preheated oven for 1 hour. Let rest 10 minutes before slicing.