Scoop out the insides of the zucchini halves using a spoon, creating a hollow boat. Set the scooped zucchini flesh aside for later use. Place the halves on a baking sheet, cut side up, and drizzle with a little olive oil. Bake in the preheated oven for about 15 minutes until they start to soften.
In a large skillet over medium heat, add the remaining olive oil. Once hot, add the diced chicken and cook until browned, about 5-7 minutes.
Add in the chopped onion, garlic, bell peppers, and the reserved zucchini flesh. Sauté until the vegetables are tender, about 4-5 minutes.
Season the mixture with chili powder, cumin, paprika, salt, and pepper. Stir well to combine and cook for an additional 2-3 minutes until everything is well coated and heated through.
Remove the skillet from heat and stir in half of the shredded cheddar cheese until melted and mixed into the filling.
Spoon the chicken mixture into each zucchini half, packing it well.
Top each stuffed zucchini with the remaining cheddar cheese. Return to the oven and bake for another 10-15 minutes until the cheese is melted and bubbly.
Remove from the oven, garnish with fresh cilantro, and serve with lime wedges on the side for squeezing over.
Notes
Feel free to customize the filling with your favorite vegetables.