Preheat the oven to 400 degrees F and line a small baking dish with foil. Scoop out the seeds from the zucchini, leaving a 1/4-inch-thick shell.
Combine the ricotta, 1/4 cup Italian cheese blend, the parsley, capicola and lemon zest and juice in a medium bowl. Season the zucchini with salt and pepper, then fill with the ricotta mixture.
Drizzle each zucchini half with about 1 tablespoon marinara sauce, then sprinkle with the remaining 1/4 cup Italian cheese blend. Transfer to the baking dish and bake until the cheese is melted and bubbling, about 20 minutes.