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

Cut zucchini in half and scoop out and reserve interiors. Place zucchini halves close together in a casserole dish. Finely chop zucchini flesh and set aside in a bowl.

Heat a saucepan over medium-high heat. Add mild and hot sausage and cook until browned and crumbly, 5 to 7 minutes. Drain and discard grease.

Melt butter in a frying pan over medium heat. Add chopped zucchini flesh, onion, mushrooms, celery, and garlic; cook and stir for 5 minutes. Stir in cooked sausage, bread crumbs, and enough water to hold the mixture together.

Spoon sausage mixture into zucchini boats, overflowing into the casserole dish.

Bake in the preheated oven for 30 minutes.

Remove from the oven, leaving oven on. Top with diced tomatoes, Parmesan cheese, and pepper Jack cheese, in that order. Return to the oven and cook until cheese is melted, about 10 minutes more. Top with parsley.