1) Heat BBQ according to package directions and keep warm.
2) Preheat oven to 450º F. Line a baking sheet with foil and set aside.
3) Split each zucchini lengthwise, and sprinkle olive oil on each half. Salt and Pepper. Place on the prepared baking sheet and roast until tender and golden brown (about 8 to 10 minutes).
4) Remove and allow to cool slightly before scooping out the center flesh of each half. Place flesh in a medium bowl and fold in BBQ. Stuff each zucchini half with the BBQ mixture and top with Parmesan cheese. Serve immediately.