Preheat oven to 400°F (200°C) and line a baking sheet with parchment paper.
Slice the zucchini in half lengthwise and use a small spoon to scoop out the flesh, leaving a 1/4-inch thick shell.
Finely chop the scooped zucchini flesh and set aside to incorporate into the filling.
Heat olive oil in a large skillet over medium heat, then add the diced onion and cook until translucent.
Add the ground turkey to the skillet, breaking it up with a spatula until browned and cooked through.
Stir in the minced garlic, chopped zucchini flesh, tomato puree, dried oregano, sea salt, and black pepper.
Simmer the mixture for 5 minutes until the liquid has slightly reduced and the flavors are well combined.
Arrange the zucchini shells on the prepared baking sheet and spoon the turkey mixture generously into each boat.
Bake for 20 minutes until the zucchini is tender when pierced with a fork.
Remove from the oven and top with crumbled feta cheese and fresh parsley before serving.