Preheat oven to 375º F.
Slice off the ends of the zucchini, then cut the zucchini in half lengthwise.
Using a melon baller or a small spoon, carefully scoop out the inside of the zucchini to create a boat. Try not to scoop through too close to the bottom, or the zucchini will become limp once cooked and have trouble holding into the contents stuffed inside.Roughly chop the zucchini innards and set aside.
Heat olive oil in a large skillet over medium heat. Add the zucchini innards, garlic, onions, tomatoes, bell pepper, cumin, and chili powder. Toss to coat and simmer for about 5-7 minutes, or until the onions and peppers are tender. Add salt and pepper to taste. Remove from heat and transfer the contents to a large mixing bowl.
To the large mixing bowl, add the sardines, black beans, and sliced olives. Mix ingredients with a spatula or large spoon until well combined.
Divide the filling between each zucchini boat and press the filling into the zucchini so its secure and and holds its shape. Sprinkle the tops of the zucchini equally with the shredded cheese.
Bake in the oven, uncovered, for 30-35 minutes. Check on it periodically to ensure the zucchini aren't overcooking and becoming soggy.
When ready, remove the zucchini from the oven, garnish with freshly chopped parsley, and serve.