Preheat oven to 400 F. Line a square baking dish with parchment paper. Cut about ½ inch off the top of each onion; slightly trim the bottoms so that the onions stand upright. Place the onions, cut side up, in the prepared baking pan and coat with one tablespoon of the olive oil. Bake for about 45 to 50 minutes until the onions are soft. Remove from oven and set aside, allowing them to cool for about 20 to 30 minutes or until the onions are cool enough to handle. Reduce the oven temperature to 350 F. Take each onion and remove and discard the onion peels. Using a spoon, scoop out the onion centers, leaving a 1/2-inch shell. Chop the onion centers and reserve 1 cup for the stuffing. Heat the remainder of the olive oil in a large nonstick skillet over medium heat. Add the shredded zucchini, garlic, thyme, basil, and the 1 cup chopped onions. Cook for 6 minutes, or until the zucchini is softened and most of the liquid has evaporated. Remove from the heat and stir in the breadcrumbs, walnuts or almonds, 3 tablespoons of the cheese, salt, and pepper. Mix well. Divide the filling among the onion shells. Place the onion shells in the same baking pan and sprinkle each onion with the remaining grated Parmesan cheese. Bake for 20 minutes, or until golden. Makes 4 servings.