Preheat the oven to 425°F. Line a baking sheet with parchment paper.

Place a pair of chopsticks on either side of the zucchini and use a sharp knife to make 16 evenly spaced slits along the length of the zucchini. Your knife should hit the chopsticks before they slice all the way through.

Place the zucchini on the prepared baking sheet and bake until softened, about 15 to 20 minutes. Take out of the oven and let cool slightly, but keep the oven on.

When the zucchini are cool enough to handle, stuff the slits with the mozzarella and pepperoni, alternating them as you go. Sprinkle each zucchini with ¼ teaspoon of the Italian seasoning and 1 tablespoon of the Parmesan cheese. Pop back into the oven and bake until the cheese is melted and the pepperoni is crispy, about 8 minutes more.

Meanwhile, warm the marinara on the stovetop or in the microwave. Serve the zucchini drizzled with the marinara or serve as a dipping sauce.