Pre-heat oven to 325. Prepare zucchini by halving down the middle, then scooping out the flesh to leave a shell. (If the zukes are large, cut in half again to make two pieces - see photo). Chop zucchini flesh coarsely and set aside. Salt and pepper shells and drain on paper towels.
In a cast iron (or other heavy) pan, heat olive oil on Medium heat and cook onions until translucent, about 5 minutes. Add garlic and cook another minute, then add Italian sausage. When sausage is nearly browned, add chopped zucchini and cook until liquid is released and reduced, about 5 more minutes.
Add cooking wine, tomatoes and paste, and seasonings, and cook down until thick, about 10 minutes. Adjust seasonings to taste, then add Parmesan Cheese and mix to combine.
Pat zucchini shells dry with paper towels, then stuff with sausage mixture. Slice cheese into strips to fit top of zucchini boats, then bake for 30 minutes.