Dice onion, chop bell pepper and tomatoes into small pieces, and mince garlic. Remove seeds and chop jalapeno into small pieces. Shred cheese.
Preheat oven to 400* F. Line a large baking sheet with parchment paper.
Heat a large skillet over medium high heat and melt butter (or coconut oil). Saute onion, bell pepper, and chili for 10 minutes. Add tomatoes, garlic, cumin, chil powder, and salt. Saute for another 8-10 minutes.
Meanwhile, cut zucchini in half lengthwise and remove the hard stem at the top. Use a small spoon to scoop out the center, being careful to leave enough flesh that the zucchini stay stable.
Place hollowed zucchini on the prepared baking sheet and fill with tomato mixture. Top with grated cheese. Bake for 20 minutes, until zucchini is tender.