Preheat oven to 400 degrees or prepare grill heated to medium-low heat. Use a small spoon to scoop the pit and seeds out of the center of each zucchini half. Set aside.
In a large bowl stir together the tomato, bell pepper, mushrooms, onions, olives, and feta cheese. Spoon into the center of each zucchini. Drizzle with olive oil. Bake for 20 minutes OR grill until the zucchini is crisp-tender.