Trim off the stem ends of the zucchini. Using a spoon, scoop out the flesh of the zucchini, leaving about ½" rim to create "boats". Place in the casserole dish, and lightly spray the tops with olive oil.
Heat oil in a skillet over. Add the onions and peppers, and cook until softened. Add the garlic, diced cherry tomatoes, parsley, and basil. Cook until softened.
Spoon the mixture into the zucchini boats. Drizzle the remaining sauce over the stuffed zucchinis. Bake, uncovered, for 20 minutes. Top with mozzarella cheese. Bake for 5 more minutes, until the cheese is melted.