Preheat oven to 400 degrees F. Cut zucchini in half lengthwise and scoop out the middle with a tablespoon or melon baller. Discard or save the flesh. Arrange zucchini halves on a large baking sheet lined with parchment paper and set aside.
In a medium bowl, add bell pepper, tomato, olives, garlic, Italian seasoning, ground black pepper and olive oil. Stir to combine.
Fill each zucchini half with a mixture distributing evenly and bake for 25 minutes. Top with feta cheese and cheddar (mozzarella) cheese and bake for another 10 minutes or until cheese has melted.
Remove from the oven, sprinkle with parsley and serve hot or cold.
Notes
Store: Refrigerate in an airtight container for up to 2-3 days. Do not freeze as zucchini become very soggy upon thawing.