Preheat oven to 325°.
Sprinkle cavity of goose with 1/2 teaspoon salt and 1/4 teaspoon black pepper. Stuff cavity loosely with onion, bell pepper, and parsley sprigs. Tie the legs together with string. Place the goose, breast-side up, on the rack of a roasting pan. Bake at 325° for 1 hour and 15 minutes or until a thermometer registers 165°. Let stand for 10 minutes. Discard skin, onion, bell pepper, and parsley sprigs. Reserve 1 tablespoon goose fat from roasting pan.
Heat reserved goose fat in a large nonstick skillet over medium-high heat. Add shallots and mushrooms; sauté 5 minutes. Add chicken broth and port; cook for 6 minutes or until the liquid almost evaporates.
Combine the flour, milk, remaining 1/4 teaspoon salt, and remaining 1/4 teaspoon black pepper in a small bowl, stirring well with a whisk. Reduce heat to medium-low. Add milk mixture to pan; cook 2 minutes or until thick.