Slice zucchini in half and scoop out seeds. Place in a 9x13 pan and sprinkle with salt and pepper and bake for 30 minutes.
While that is baking, heat oil over medium heat in a large skillet. Sauté onions, peppers and sausage until browned, 5-7 minutes. Stir in salt, pepper, basil, oregano and marinara sauce. Remove from heat.
Once zucchini is finished baking, fill with sausage and peppers, top with cheese and return to oven to bake. If you'd prefer a crunchier zucchini 10-15 minutes would be sufficient. If you'd like it softer, bake 30 minutes.