Preheat oven to 375 degrees F (190 degrees C).

Scrape the seeds and some of the meat from each zucchini and transfer to a bowl; add 3/4 of the Mexican cheese blend, corn, egg, salt, and pepper and mix well. Spoon corn mixture into the hollowed-out zucchini shells and arrange on a baking sheet.

Bake in the preheated oven for 20 minutes. Sprinkle the remaining cheese over each stuffed zucchini and continue baking until cheese is melted, about 5 minutes.