Slice zucchini in half lengthwise. Scoop out seeds with a small spoon or melon baller.
Place zucchini, cut side up in a 2 quart baking dish. Sprinkle with salt and pepper. Drizzle with olive oil. Bake for 25 minutes or until zucchini is fork tender. Remove zucchini from oven, spoon tomato and basil topping into zucchini. Bake for 15 minutes. Remove zucchini from oven, top each zucchini with a slice of cheese. Return to the oven and bake until cheese has melted, 5 to 10 minutes. Sprinkle with Parmesan cheese.