Wash the zucchini under running water, pat them dry with a clean cloth, and slice off the tops to form "caps."
Score the inner perimeter with a paring knife, cut a cross into the flesh, and remove it one wedge at a time. Then, scoop out the interior with a melon baller or a teaspoon, leaving a border of about 1 cm (1/2 inch) intact. You will now have both the hollowed shells and the caps ready. Lightly salt the inside of the zucchini shells, then invert them onto a tray lined with paper towels to drain excess moisture.
In the meantime, prepare the filling: in a bowl, combine the ground pork and the sausage meat removed from its casing. Add the grated cheese, the chopped zucchini flesh, the lightly beaten egg, and the breadcrumbs. Add the chopped parsley, season with salt and pepper, and mix until smooth and well combined.
Grease a deep baking dish with a drizzle of extra virgin olive oil. Take the well-drained zucchini shells and stuff each one up to the rim with the meat filling.
Arrange the stuffed zucchini in the baking dish alongside their caps. Bake in a preheated conventional oven at 160°C (320°F) for about 60 minutes (or in a fan-assisted oven at 140°C / 285°F for about 50 minutes). You can remove the caps earlier if they have softened and browned, while the stuffed zucchini should turn golden and crisp on top. Remove from the oven and serve the stuffed zucchini warm or at room temperature along with their caps!