Cut each zucchini in half lengthways and gently scrape out the seeds so that each half has a little well to fill with the sausage.
Spread a few spoonfuls of marinara sauce over the bottom of a 9x13 baking dish and arrange the zucchini, cut side up, in the baking dish.
In a medium sized bowl, combine sausage with onions, pepper and egg. Mix to just combine and spoon into zucchini.
Pour remaining marinara sauce over the zucchini and cover dish with foil. Bake for 30 minutes, remove foil and bake an additional 10-15 minutes or until bubbly and zucchini is soft.