Cut the stalk fron the zucchini, then slice the top so that it is wide enough to be stuffed.
Using a melon baller scoop out the flesh and put in a small pot together with the sliced tops, carrot, 1 cup water and roughly chopped onion. Simmer about 30 minutes or until the carrots are tender. when cooled blend until smooth.
Mix the tuna, cooked rice, egg, capers, tomato,onions, anchovies and olives with a fork until mixed ( do not use a processor).
Fill the zucchini with the mixture but do not over fill. Place pieces of cheese on top, then drizzle with olive oil. sprinkle some oregano and season.
Place in an ovenproof dish.
At this point you may throw in some quartered, medium sized potato and some extra sliced onions to the dish and they will cook at the same time.
Cover in foil and bake for 30 minutes, then remove the foil and bake for another 30 minutes or until potatoes are done.