Preheat oven to 400°F (200°C) and lightly grease a 9x13 inch baking dish or a rimmed baking sheet.

Slice zucchini in half lengthwise. Use a small spoon to scoop out the center flesh, leaving a shell approximately 1/4-inch thick. Finely chop the scooped flesh and reserve.

In a large skillet over medium-high heat, cook the Italian sausage until browned and fully cooked, breaking it into small crumbles. Remove sausage to a large mixing bowl, leaving the rendered fat in the pan.

Add olive oil to the skillet if needed, then sauté the diced onion, minced garlic, and reserved chopped zucchini flesh for 5 to 7 minutes until softened.

Transfer the sautéed vegetables to the bowl with the sausage. Add the Panko breadcrumbs, Parmesan cheese, beaten egg, oregano, salt, and pepper. Stir until thoroughly combined.

Arrange the zucchini shells in the prepared baking dish. Spoon the sausage mixture generously into each shell, pressing down slightly to pack the filling.

Bake in the preheated oven for 20 minutes.

Sprinkle the shredded mozzarella cheese over the top of each stuffed zucchini and return to the oven for an additional 10 to 15 minutes, or until the zucchini is tender and the cheese is melted and golden.

Garnish with fresh parsley and serve warm.