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Preheat oven to 400F.
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Wash the zucchini well under cool water then place them on a cutting board. Trim both ends of each before cutting them down the middle lengthwise. Remove the seeds with a spoon but reserve them for the filling. Place the zucchini shells on a lined baking sheet.
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Mince the garlic cloves. Remove the oregano leaves from the stems and mince them as well. Set them aside.
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Lay the chouriço sausage on the cutting board and cut it down the middle lengthwise. Remove the outer skin and discard it. Dice the chouriço in to small pieces.
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Heat the olive oil in a sauté pan over medium heat. Add the garlic and let it cook 1 minute. Add the diced chouriço to the pan and sauté 5-6 minutes or until the sausage has crisped slightly. Add the zucchini seeds to the pan and stir well to combine. Let it all cook 4-5 minutes or until the liquid has mostly evaporated. Turn off the heat.
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Transfer the chouriço filling to a bowl and stir in the oregano and cream cheese
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Toast the bread until browned. Put the toast in a plastic bag. Break it down into as many crumbs as possible by rolling a rolling pin over it. Remove the leftover unbroken bread and discard it.
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Place the bread crumbs in a bowl with the shredded parmesan and mix together.
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Spoon the chouriço filling into each zucchini shell and sprinkle the breadcrumb and parmesan mixture on top.
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Place the zucchini into the oven to bake 15-20 minutes or until the top is golden brown and the filling has become more firm.
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Remove the zucchini from the oven and allow it to cool 2-3 minutes before serving.