Preheat the oven to 400°F (200°C)
Cut the zucchinis in half lengthwise, score (diagonal cuts that don’t go through the bottom or to the edges).
Heat the olive oil to high heat and sear the cut edges of the zucchini.
Put on a sheet pan and cook in the oven for 30 minutes. Let the zucchinis cool and carefully scoop out the zucchini from the center of each half, set aside.
Meanwhile, using the same pan – sweat the onions for about 4 minutes and set aside.
Heat the tomato sauce and add the herbs, onions and balsamic vinegar and zucchini pieces that were shelled out, simmer for 10 minutes.
Spoon the zucchini mixture evenly into the zucchini shells and then top with shredded cheese.
Bake for 25 minutes or until tender and the cheese is melted.
Sprinkle with parsley as garnish before serving.