Preheat your oven to 400 degrees. You can cook these on a baking sheet or baking dish. Line with parchment paper for easier cleanup.
Dice onion, mince garlic, and chop red pepper into small pieces. Deseed jalapeño and then cut into small pieces as well.
Add olive oil to a large skillet over medium-high heat. Sauté onion, bell pepper, and jalapeño for 10 minutes, until soft. Next, add garlic, tomatoes, salt, and seasonings. Sauté for another 8-10 minutes.
While that is cooking, chop the hard knob off the top of your zucchini and then cut them in half lengthwise. Use a small spoon to scoop out the soft centers. The trick is to leave just enough flesh so that the boats hold up, but also lots of room for filling.
Place hollowed zucchini on the prepared baking sheet and fill with veggie mixture. Top with cheese. Bake for 20 minutes, until cheese is bubbly and zucchini is tender. Top with chopped cilantro and sliced black olives if you want.