Lay the zucchini down on a flat work surface and, using a sharp knife, cut the top 1/4 of each squash off lengthwise. Using a small melon baller or paring knife, remove the inner flesh from the zucchini to form a small boat shape, leaving a shell on the sides and bottom approximately 1/4-inch thick. Cut the trimmings into 1/4-inch dice and reserve separately. Lightly salt the inside of each zucchini and set aside, cut sides down, on paper towels to drain while you prepare the filling.
In a large skillet, heat 1 tablespoon of the olive oil and, when hot, add the sausage and saute until golden, using a spoon to break it into small pieces, about 6 minutes. Add the onion and cook until soft, 3 to 4 minutes. Add the chopped zucchini and season lightly with salt and pepper and cook, stirring, until squash is soft and lightly caramelized, about 5 minutes. Add the tomatoes and garlic and cook, stirring, for 2 minutes. Add the basil, thyme, and 2 1/2 tablespoons of the bread crumbs. Season, to taste, with additional salt and pepper, if necessary, and set aside to cool.
Preheat the oven to 350 degrees F and lightly grease a baking dish with 1/2 tablespoon of the remaining olive oil.
Pat the insides of the zucchini with paper towels and rub the outsides of the zucchini with the remaining olive oil. Spoon the mostly cooled filling into the zucchini. Sprinkle with the cheeses, then top with the remaining bread crumbs. Bake for 30 minutes, or until golden brown and crispy on top.