Wash zucchini and trim ends; do not peel. In a 4- to 6-quart pot, cook whole zucchini in boiling, lightly salted water for 5 minutes; drain and cool slightly.
Cut a lengthwise slice off the top of each zucchini. Remove pulp with a spoon, leaving about a 1/4-inch shell.
Chop enough of the pulp to measure 2 cups; place chopped pulp in a medium bowl. Stir in bread crumbs, egg, 1/4 cup of the cheese, onion, parsley, salt, and pepper until well mixed. Fill zucchini shells with pulp mixture. Place in a shallow baking pan. Bake in oven at 350°F for 20 minutes. Sprinkle with the remaining 1/4 cup cheese. Bake for 5 to 10 minutes more or until golden brown and heated through.