Preheat oven to 350 degrees. Wash zucchini; slice ends off and cut each zucchini in half length-wise. Scoop out flesh of zucchini, dice the flesh and set aside. Heat olive oil in 10" skillet on medium heat. Saute onion, mushrooms and garlic until tender; add salt, pepper and diced zucchini to skillet and saute about 5 minutes. Place zucchini shells in baking dish. Spoon zucchini-mushroom mixture into shells evenly. Top with feta, and parmesan. Add more feta/parmesan if desired. Bake in preheated oven 30-40 minutes until zucchini shells are soft.