Fill a large pot with about 1 inch of water and fit with a steamer basket; bring to a boil. Meanwhile, scoop out the seeds from the zucchini, leaving a 1/4-inch-thick shell. Season the zucchini with salt, then arrange in the steamer basket; cover and steam until crisp-tender, 5 minutes.
Combine the crabmeat, 1 tablespoon lemon juice, 2 tablespoons olive oil and 1/4 teaspoon salt in a medium bowl. In another bowl, combine the mayonnaise, mustard, 1 tablespoon lemon juice, the Worcestershire sauce, cayenne and 1/4 teaspoon salt.
Blot the zucchini dry with paper towels and brush with the remaining 1 tablespoon each olive oil and lemon juice. Fill with the crab mixture and top with the spicy mayonnaise. Sprinkle with paprika, celery leaves and scallions.
Photograph by Charles Masters
Courtesy of Food Network Magazine