Slice the zucchini into 3 equal pieces. Slice each piece in half. Use a knife or teaspoon to carve out the middle part of the zucchini to create a hollow section for the filling.
Mix breadcrumbs, grated Parmesan, salt, pepper, capers and a little olive oil in a bowl.
Brush a baking dish with a little olive oil. Arrange the zucchini slices, cut side up, in an even layer in the baking dish then season with salt. Spoon the breadcrumb mixture into the hollow area you made on each zucchini. Drizzle olive oil on top.
Bake in the preheated oven for 15 minutes or until golden brown on top. Serve.