Halve the zucchini lengthwise. Carefully scrape out the pulp, leaving a 3/8 inch thick shell. Coarsely chop the pulp. Heat the onion in oil or butter in a small skillet until moistened. Squeeze the moisture out of the chopped zucchini. Add it to the pan along with the garlic. Cook 2 minutes. Turn into a bowl.
Combine with the egg, thyme, cheese, bread crumbs parsley, salt, and pepper. Fill shells. Place in baking dish. Add water to come 1/4 inch up sides of shells. Bake at 400 degrees until zucchini is tender and top is brown, about 30 minutes.