Melt butter in a large skillet over medium heat. Cook the onions and garlic, stirring occasionally, until the onions are beginning to brown, about 8 minutes. While the onions and garlic are cooking, slice the zucchini in half lengthwise, and remove the inner flesh with a spoon. Leave a 1/2-inch thick shell all around the zucchini; chop the scooped-out zucchini flesh.
Place the zucchini flesh, bouillon cube, and walnuts into the skillet. Cook and stir over medium heat until the bouillon cube has dissolved and the zucchini flesh is hot, about 5 minutes. Stir in 1 cup of Cheddar cheese, mix well, and remove from heat. Allow the mixture to cool, then beat in 1 egg.
Place the zucchini shells into a baking dish, and fill with the walnut-cheese mixture.
Sprinkle about 1/4 cup of shredded Cheddar cheese on top of each stuffed zucchini.
Bake in the preheated oven until the cheese is browned and bubbling and the filling is set, about 30 minutes.
