Cut each zucchini in half lengthwise. Using a small spoon or melon baller, carefully scoop out the flesh, leaving a 1/4-inch border all around to create a stable "boat." Chop the scooped zucchini flesh and set aside.
Preheat your oven to 375°F (190°C). Brush the zucchini boats with 1 tablespoon of olive oil and season with salt and pepper. Place them cut-side up on a baking sheet and bake for 10 minutes.
Heat the remaining 2 tablespoons of olive oil in a large skillet over medium heat. Add the onion and sauté for 2-3 minutes until translucent. Add the chopped zucchini flesh, bell pepper, and garlic. Cook for 4-5 minutes until vegetables are softened but still retain some firmness.
Remove the skillet from heat and stir in the cooked rice, cherry tomatoes, fresh herbs, lemon juice, oregano, red pepper flakes, and feta cheese. Taste and adjust seasoning with salt and pepper.
Carefully spoon the filling mixture into the par-baked zucchini boats, mounding slightly. Sprinkle with Parmesan cheese if using. Return to the oven and bake for 15-20 minutes until the filling is heated through and the tops are golden brown.