Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
Slice the zucchinis in half lengthwise and use a small spoon to scoop out the center flesh, creating a hollow boat shape.
Finely dice the red onion and mince the garlic cloves.
Heat the olive oil in a non-stick skillet over medium heat, then add the onion and garlic, sautéing until translucent and fragrant.
Add the ground turkey to the skillet along with the dried oregano, sea salt, and black pepper, breaking it up with a spatula until fully browned.
Arrange the zucchini boats on the prepared baking sheet and fill each cavity generously with the cooked turkey mixture.
Place the baking sheet in the oven and roast for 18 to 20 minutes, or until the zucchini is tender when pierced with a fork.
While the zucchini roasts, whisk together the Greek yogurt, lemon juice, and chopped fresh parsley in a small bowl.
Remove the zucchini from the oven, drizzle with the lemon-herb yogurt sauce, and sprinkle with crumbled feta cheese before serving.