Preheat oven to 350F and grease ovenproof baking dish with butter. Set aside remaining butter.
One zucchini at a time, peel off narrow strips of skin lengthwise, leaving wider strips intact in between to create a striped effect.
Cut each zucchini into three pieces and scoop out and discard some of the flesh. Steam for 10 minutes.
Melt butter in a skillet, and add shallots. Cook over low heat, while stirring occasionally for 5 minutes. Pour in wine and cook for additional 5 minutes.
Add shrimp and three sprigs or leaves (chopped), season with salt and pepper, and cook for 3-5 minutes, until shrimp is opaque. Remove from pan and keep warm.
Stir cream and mustard into the pan and simmer for 10 minutes. During this time, chop the remaining tarragon or basil. Put zucchini into greased baking dish and bake for 10 minutes.
Add shrimp to the cream sauce and remove the pan from the heat. If using tarragon, remove the sprigs and stir in chopped tarragon.
Fill zucchini with shrimp and pour the sauce over them.