Cut the zucchini tops and remove the flesh until you have a generous cavity. Reserve the tops. Brush inside and outside with olive oil.
Mix and combine oregano, basil, garlic granules, salt and pepper. Sprinkle with the mixture inside of each zucchini. Place the zucchini and tops into a small iron-cast pan and bake in the oven for 20 minutes at 180°C, or until slightly soft. Remove from the oven, let them cool slightly.
Meanwhile, sauté the onion in olive oil. Add anchovies, crush them with a wooden spoon. Set aside to cool slightly.
Add tuna chunks in olive oil, capers, bread crumbs, egg, lemon zest, pepper and parsley to the onion and anchovies. Mix well and combine.
Generously fill each zucchini with the prepared mixture.
Sprinkle grated cheese on top of each stuffed zucchini (1 tablespoon / zucchini). Return to the pan.
Add wine and vegetable broth to the pan, return the zucchini to the oven and bake them at 200°C for about 10 minutes.
Serve with tops on and drizzle the liquid from baking over each zucchini.