Preheat the oven to 475°F and line a baking sheet with parchment paper.

Use a small spoon to hollow out the flesh of the zucchini, leaving a little more than 1/4-inch thickness around the edges. Place them cut side up on the baking sheet.

Make the filling. Place the scooped-out zucchini flesh into a mesh strainer and gently press out any excess water. You should be left with 1 cup flesh. Chop any coarse pieces and transfer to a medium bowl with the egg, bread crumbs, cheese, garlic, tomatoes, lemon zest, thyme, pine nuts, and salt. Mix until combined, using your hands if necessary.

Drizzle the hollowed-out zucchini with olive oil and sprinkle with salt and pepper. Spoon in the filling and bake for 16 to 18 minutes, or until the filling is set and is golden brown and crisp on top.

Serve with pesto.