3 large zucchini (about 8 inches long, 3 to 3 1/2 inches in diameter)
1 1/2 pounds plum tomatoes
2 tablespoons olive oil, plus more if needed
1 pound ground pork
2 sprigs thyme
1/4 teaspoon crushed red pepper
1 teaspoon fennel seeds
1 onion, chopped
2 cloves garlic, minced
1 cup cubed stale bread soaked in 1/2 cup milk
2 tablespoons tomato paste
1/2 cup grated pecorino Romano cheese
Trim ends of zucchini and cut into sections roughly 2 1/2 inches long. Soak in cold, lightly salted water 30 minutes.
Cut shallow "X" in bottom of each tomato and cook in rapidly boiling water just until peel begins to come free, about 30 seconds. Drain and rinse briefly under cold running water. Set aside to cool.
Heat 2 tablespoons olive oil over medium heat in large skillet or Dutch oven. When hot, add pork and stir to break up. Cook, stirring occasionally, until pork is lightly browned, about 10 minutes. Add thyme, red pepper, fennel seeds and black pepper to taste and remove to bowl to cool.
While pork cooks, use small sharp knife or melon baller to make zucchini "cups." Remove center of each zucchini section, leaving only about 1/4 inch around sides and bottom. Stand zucchini "cups" upside down on platter to drain and chop and reserve flesh you've removed.
Drain most of fat from pan, but leave any browned bits that stick to bottom. Add 1/2 chopped onion and cook until translucent, about 3 minutes. Add 1 clove minced garlic and cook until fragrant, about 1 minute. Add about 1/2 of chopped zucchini flesh and cook until zucchini turns light golden, about 5 minutes. Add cooling cooked pork to zucchini mixture (discard remaining chopped zucchini or save for another use). Do not wash pan.
Squeeze bread dry and add to pork mixture along with 3/4 teaspoon salt. Mix thoroughly, squeezing mixture between fingers to break up bread and bind mixture together. Taste and correct seasoning. Beat in egg.
Lightly salt interior of zucchini cups and spoon in meat mixture. Pack as tightly as possible and mound a little on top. Smooth with spoon.
In same pan used to cook meat, cook remaining 1/2 onion until translucent over medium heat, adding bit of oil only if needed. Add remaining minced garlic and cook until fragrant.
While onion cooks, cut tomatoes in half and squeeze out seeds. Chop tomatoes coarsely and add to onion along with tomato paste. Increase heat to high and cook, stirring and scraping browned bits from bottom and side of pan, until tomatoes begin to soften and bubble, about 3 minutes. Season to taste with salt and pepper.
Arrange zucchini cups meat side up in bottom of roasting pan. Cover tightly and bake at 350 degrees until zucchini can be pierced easily with toothpick, about 45 minutes. Remove lid, scatter cheese over top, increase heat to 450 degrees and bake until cheese melts and begins to brown, about 10 minutes.
Remove from oven. If tomato sauce is too liquid, remove zucchini cups to warm platter and reduce sauce over high heat until thick, about 5 minutes at most. Spoon sauce around cups on platter and serve.