Preheat oven to 400°. Cut zucchini in half lengthwise and using a spoon or melon baller, scoop out flesh, leaving 1/4 thick. Chop the scooped out flesh of the zucchini in small pieces and set aside.
Drop zucchini halves in boiling water and cook 1 minute. Remove from water.
Place 1/4 cup of sauce in the bottom of a 9 x 12 baking dish, and place zucchini halves cut side up.
In a large saute pan, brown sausage, breaking up as it cooks into smaller pieces until browned; set aside. Heat oil and add onion, garlic and bell pepper. Cook on a medium-low heat for about 2-3 minutes, until onions are translucent. Add chopped zucchini, season with salt and pepper and cook about 2-3 minutes. Combine with sausage and cook a few more minutes.
Using a spoon, fill each hollowed zucchini with 1/3 cup cooked sausage, pressing firmly. Top each with 2 tablespoons each of sauce, 1 tablespoon each of shredded mozzarella cheese and 1 teaspoon each of parmesan cheese. Cover with foil and bake 35 minutes until cheese is melted and zucchini is cooked through.