Cut zucchini in half lengthwise. Scoop out pulp, leaving a 3/8-in. shell. Reserve pulp. In a large saucepan, bring 8 cups water and salt to a boil. Add zucchini shells; cover and boil for 2 minutes. Drain and set aside. Chop zucchini pulp.
In a large skillet, saute the onion and chopped zucchini in oil until tender. Remove from the heat. Stir in the egg, bread crumbs, cheese, parsley, salt and pepper. Fill shells. Place in a greased baking dish. Bake at 375° for 15 minutes or until filling reaches 160° and is heated through.