Lightly drizzle the olive oil into a 13 by 9 by 2-inch baking dish. Whisk the onion, parsley, egg, ketchup, garlic, salt, and pepper in a large bowl to blend. Stir in the cheese and bread crumbs. Mix in the turkey. Cover and refrigerate the turkey mixture.
Using a melon baller or spoon, carefully scrape out the seeds and inner flesh from the zucchini, leaving 1/8-inch-thick shells. Be careful not to pierce through the skin. Fill the zucchini and pepper halves with the turkey mixture, dividing equally and mounding slightly. Arrange the stuffed vegetables in the baking dish. Pour the marinara sauce over the stuffed vegetables.
Bake uncovered until the vegetables are tender and beginning to brown and a thermometer inserted into the filling registers 165 degrees F, about 45 minutes. Transfer the stuffed vegetables to a platter and serve.