Preheat the oven to 375 degrees F or 190 degrees C
Blanch the zucchini in a pot of boiling water for five minutes before removing it to cool for a few minutes then slice it in half lengthwise.
Use a spoon to scoop out a channel down the center of each half then dice up flesh that is being removed and set aside. Place the hollowed zucchini halves onto a baking sheet sprayed with nonstick spray.
Place the sausages into a nonstick pan over a medium heat after removing the casings and use a wooden spoon or spatula to break up the meat as it browns.
Add the mushrooms, garlic, and the diced meat of the zucchini and continue sautéing until the veggies are soft and have a bit of color then empty the pan into a medium mixing bowl and let it cool for a minute or two.
Add the scallions, bread and grated cheese and stir the mixture before adding the egg and stirring until the mixture is well combined.
Spoon the filling into the hollowed out channels you made earlier.
Sprinkle with grated cheese then drizzle each half with about a teaspoon of olive oil
Bake it for 25 minutes at 375 degrees F or 190 degrees C