Add bulgur, cheese, and next 6 ingredients (cheese through pepper); stir well.
Spoon 1/3 cup bulgur mixture into each zucchini shell, and place in a 13 x 9-inch baking dish. Cover and bake at 375 for 25 minutes.
Note: To make a Zucchini-Bulgur
Bake, replace zucchini pulp with 1 1/2 cups peeled, chopped zucchini. Spoon bulgur mixture into a 1-quart casserole instead of shells. Cover and bake at 375 for 25 minutes.