Bring a large pot of water to a boil, and immerse the zucchini in the boiling water. Reduce heat to medium, and cook the zucchini until they feel slightly soft when pressed with a wooden spoon, about 10-20 minutes depending on size. Carefully drain the zucchini, and set aside to cool.
Heat the vegetable oil in a frypan over medium heat, add the onion and garlic and cook until the onion is translucent, about 5 minutes. Stir in the mince and stir, breaking it up as it cooks, until it's no longer pink, about 8 minutes. Stir in the paprika then set the meat mixture aside.
Cut the zucchinis in half lengthwise, and scoop out the flesh with a spoon, leaving a 1cm thick shell. Chop the scooped-out zucchini flesh, and mix it into the mince.
Preheat oven to 180 degrees C.
To make the cheese sauce, melt the butter in a saucepan over low heat and stir in the flour until smooth. Pour in the milk, a little at a time, and bring the mixture to a simmer, whisking constantly. When it has thickened, stir in white pepper, nutmeg and salt, and stir in half the Parmesan cheese to create a smooth sauce.
Mix the sauce thoroughly with the mince. Put the zucchini halves into a baking dish. Fill the zucchini halves with the creamy mince and sprinkle each with the remaining Parmesan cheese.
Bake in the preheated oven until the Parmesan cheese topping begins to turn golden brown, about 15 minutes.