Preheat oven to 350° F. Bring a large pot of water to a boil. Add whole zucchinis to boiling water. Blanch for 5 minutes or until zucchini has started to soften. Transfer to a bowl of cold water to stop the cooking process.
Meanwhile, heat a large skillet over medium high heat. Remove Bratwurst from casing and crumble into the skillet. Add onion, bell pepper, and seasonings. Cook until onion and bell pepper have started to soften. Add drained tomatoes and simmer for 5 minutes. Remove from heat.
Halve zucchini lengthwise and scoop out the insides.
Put zucchini halves on greased baking sheet and fill with bratwurst mixture. Bake for 15-20 minutes, top with cheese, and cook for another 5 minutes or until the cheese is melted.