Preheat the oven to 400 degrees. Lightly oil a 13 x 9-inch baking dish. Set aside.
Remove the ends from the zucchini and cut them in half lengthwise. Using a teaspoon, scrape the seeds from each half, creating a trench. (Be careful to not remove too much pulp from the zucchini. You want a sturdy border to hold the filling.)
Place the zucchini on a parchment paper-lined baking sheet. Brush each zucchini half with olive oil and sprinkle with salt and black pepper. Flip them over and brush the other side with olive oil.
Roast for 10-12 minutes. (You don't want to be able to easily pierce them, you just want them to soften a little and take on some flavor.) Let cool while making the filling. Reduce oven temperature to 375 degrees.
Heat the remaining olive oil in a large skillet or saute pan over medium-high heat. Add the onion, reduce heat to medium and cook 4-5 minutes or until it begins to soften.
Add the ground beef and cook 6-7 minutes, breaking the meat up as you go until it's no longer pink and cooked through. Drain off excess grease.
Add the garlic, tomato paste, water (preferably water from rinsing out cans of crushed tomatoes and sauce), dried basil, oregano and breadcrumbs. Cook 3-4 minutes or until water has evaporated. Stir in the parsley and Parmesan cheese. (The mixture should hold together easily.)
Flip the zucchini over and fill each "trench" with even amounts of the filling.