Boil a large pot of salted water (not the dead sea, but put in a couple of TBSP of salt).
Cut the zucchini in half, lengthwise. Use a teaspoon to scrape out the seeds, to form a little canoe, if you will. Blanche the halves in the boiling water for a minute, remove and let drain on a paper towel for a few minutes.
Pre-heat your broiler/grill on high.
Fill each "canoe" with feta cheese (you don't have to use the whole cup up, but put a good amount in each) and broil for a couple of minutes. When the cheese has turned a little brown in spots, remove from the broiler.
Drizzle each with a TBSP of olive oil, a sprinkle of pepper and salt if you like, and serve with crusty bread (I like ciabatta, rubbed with garlic and a little olive oil.).