Heat oil in a large saucepan over medium high heat. Add sausage and onion and cook, breaking the sausage into small pieces, until no longer pink, about 5 minutes.
Add quinoa and water and bring to a boil. Reduce heat to maintain a simmer, cover and cook, stirring once or twice, until the water is absorbed and the quinoa is tender, 15 to 20 minutes.
Remove from heat and stir in tomatoes and marjoram.
Meanwhile, cut zucchini in half lengthwise. Cut a thin slice off the bottoms so each half sits flat. Scoop out the pulp, leaving a 3/4 inch shell. Discard the pulp. Place the zucchini in a microwave-safe dish and sprinkle with salt and pepper. Cover and microwave on high until tender-crisp, 3 to 4 minutes. Uncover.
Position rack in upper third of oven and preheat broiler to high.
Transfer zucchini to a broiler safe pan or pans. Fill with the quinoa mixture and sprinkle with cheese. Broil on the upper rack until the cheese is melted, about 2 minutes.