Choose a roasting pan with slight sides, just big enough to hold the zucchini. Spray pan with nonstick spray or a light misting of olive oil. Stuff zucchini with stuffing mixture, packing in as much as you can into each zucchini, and mounding it up as high as you can, until all stuffing is used. Top with cheese.
Put zucchini into roasting pan, putting them close together so they hold each other stuffing-side up. Roast uncovered 20-30 minutes, until zucchini is tender-crisp, and filling is hot and slightly browned.