Slice zucchini in half length wise, leaving the tops on.
Carefully scoop out the centers, saving them in a bowl. Leave about ¼ inch thickness around the edges and bottoms. Dice up about ½-¾ cup of zucchini flesh from the parts you scooped out. I aim for the parts that aren't super seedy. This will go in your filling. (Feel free to save the rest of your zucchini scraps for soup or zucchini bread!)
Drizzle the zucchini shells with a little olive oil and use your hands to rub it on all sides. Sprinkle with some kosher salt and black pepper and set aside.
Preheat your grill outside and then start your filling in a skillet on the stovetop. Heat a skillet to medium heat and give it a light drizzle of olive oil to coat the bottom of the pan. Add sausage and onions and cook until you no longer see pink in the meat. Add zucchini and cook for 3-5 minutes until tender. Add tomato and garlic and cook for 2-3 minutes. Remove pan from heat and stir in basil. Season with salt and pepper to taste.
Take your zucchini to the grill and put them hollow-side down. Grill for about 5 minutes on medium heat. They should have nice charred marks and look tender on the inside, but still be firm enough to pick up without falling apart.
Take zucchini back inside. Stir 1/2 cup shredded cheese into filling, then distribute filling equally between zucchini. Top each zucchini with remaining cheese, and add extra if you like!
Sprinkle a heaping tablespoon of seasoned panko crumbs on top of each zucchini and give them a light drizzle of olive oil to help the bread crumbs toast.
Place them back on the grill, filling side up. If you have a grill safe pan (such as cast iron) it's very helpful here and helps reduce the risk of spilling the filling out. Close grill lid, and cook for another 5-ish minutes. Larger, thicker zucchini may take longer. Cheese should be melted and bubbly.
Remove from grill and serve.
Notes
You can serve them as a main dish and pair it with a green salad and some crusty bread. Or cut them into thirds for a side dish or appetizer.