Place rack in upper third of oven. Preheat to 425°F.
Halve the zucchini lengthwise, scoop out the seeds, and discard. Then, scoop out the soft center flesh to create shallow zucchini “shells”, each about 1/2 inch thick, reserving the center flesh. Arrange the zucchini shells in a baking dish. Roughly chop center flesh and set aside.
Heat olive oil in a skillet over medium-high, then add the sausage, onion, and bell pepper together. Using a wooden spoon or heat-proof spatula, break apart and brown the sausage, sautéing it together with the vegetables, until the onions are soft and the sausage is fully cooked, 5-8 minutes. Season with salt and pepper.
Add the garlic and tomato paste and cook 1 additional minute, until tomato paste is broken down and incorporated. Add in the reserved zucchini flesh and heat through for 1 minute, then remove from the heat.
Toast the bread slices in a toaster or toaster oven, then tear into large pieces and place in the bowl of a food processor, along with the basil and melted butter. Pulse until break is broken into large crumbs. Add Pecorino-Romano and pulse just until incorporated 2 or 3 times (Tip: Grate your cheese in the food processor first, remove from food processor bowl, then proceed with step as directed in this step. No need to wash the bowl in between.)
Fold half of the basil crumbs into sausage mixture. With a small spoon, mound the zucchini stuffing in to the shells, then sprinkle the tops of the stuffed zucchini with remaining bread crumbs. Roast in oven until the zucchini is heated through and the breadcrumbs are golden, 13-15 minutes.
Enjoy immediately.