Preheat the oven to 350°F. Slice zucchini in half lengthwise, scooping out the seeds and part of the zucchini flesh. Leave about ¼-inch of zucchini along the skin of each halved squash.
Place the zucchini halves on a large baking sheet, drizzle with 1 tablespoon of oil and rub with your hands to coat. Season with ½ teaspoon salt and ¼ teaspoon pepper. Bake for 15 minutes.
While the zucchini is baking, start the filling. Warm the remaining oil in a large skillet over medium-high heat. Add the onion to the skillet and cook for 3-4 minutes until it begins to soften. Add the peppers and garlic.
Continue cooking for 3 minutes until the garlic is fragrant and the vegetables are tender. Season with remaining salt and pepper and Italian seasoning.
Add the marinara sauce and pepperoni, reserving a few slices for topping. Stir to combine and taste the mixture. Adjust salt and pepper to taste. Add 1 cup of mozzarella cheese and stir once more.
Generously fill each zucchini half with the filling, pile it on top to use all the filling. Top each zucchini with the remaining cheese and pepperoni. Bake for 10 minutes, until the cheese has melted. Remove from the oven, sprinkle with fresh parsley and Parmesan and serve warm.