Preheat the oven to 400 degrees F.
In a skillet, cook the bacon until crisp and set aside on a plate lined with paper towels. Chop into piece once cooled.
Slice each zucchini lengthwise and scoop out the inside seeds, leaving about ¼ inch from the sides. Place this removed insides of zucchini in a bowl and set aside.
Rub the oil around the inside of each halved zucchini and place on a baking sheet pan.
Bake for 20 minutes.
While the zucchini is baking you can make the filling.
Remove some of the bacon grease from the skillet, leaving about a tablespoon or so in the pan.
Cook the onion until softened then add the ground beef and insides of zucchini you had scooped out.
Cook beef until browned then add seasonings, tomato paste, mustard and ketchup.
Stir to combine the stir in ½ cup of the shredded cheese.
Allow it to melt, turn off the heat and return half the bacon into the mixture.
Once zucchini is cooked, remove from the oven and fill each half with the filling.
Top with remaining shredded cheese and bacon.
Broil for 2 minutes to melt the cheese on top.