Grease a 9×13 baking dish and preheat oven to 400 degrees F. Use a melon baller to scoop out the center of each zucchini and then lightly brush the tops with olive oil, placing them skin side down in the baking dish.
Spoon the filling inside each of the zucchini until they are full. Sprinkle the shredded cheese evenly on top of the zucchini boats. Cover the baking dish with foil and bake for 25 minutes.
After 25 minutes, remove the foil and bake uncovered for about 5 more minutes, until the cheese has melted. Serve warm with desired toppings.