In a large bowl, combine the beef, spinach, zucchini, onion, bulgur, egg, oregano, salt and a few grinds of pepper. Mix until thoroughly combined.
Arrange the pepper halves cut side up in a 9-by-13-inch baking dish and fill each pepper half with the meat mixture. Pour the tomatoes over the peppers and sprinkle with the feta cheese. Cover with foil and bake for 30 minutes. Uncover and bake until the meat mixture is completely cooked and the peppers are tender, about 25 minutes longer.