Wash the zucchini and slice it in half longways. Scoop out the flesh, set it aside (you'll need it for the filling later), and place the zucchini halves on a sheet pan.
Heat oil in a large pan or pot over medium-high heat. Add onion and garlic and cook for a few minutes before adding the ground beef. Once the beef has turned brown, add dried oregano, salt, pepper, tomato paste, and tomato sauce and stir.
Add the zucchini filling and stir for a few minutes before placing a lid to allow it to simmer. After 5 minutes, turn the heat down to low and allow the filling to simmer for an additional 10 minutes.
Using a spoon, add the beef filling on top of the zucchini and top it off with grated cheese. Add as much cheese as you would like. Bake it for 20-25 minutes.