Cut zucchini in half lengthwise. Using a spoon, scoop out centers to form 1/4- to 1/2-inch-thick shells; set aside.
In a small bowl stir together lemon juice, oil, garlic, salt, and pepper. Brush insides of zucchini shells with lemon mixture. Place shells, cut sides down, on a lightly greased grilling tray.
For a charcoal grill, grill zucchini on grilling tray on the rack of an uncovered grill directly over medium coals for 5 to 7 minutes or until cut sides start to brown. Turn zucchini; grill for 1 minute more. (For a gas grill, preheat grill. Reduce heat to medium. Place zucchini on grilling tray on grill rack over heat. Cover and grill as directed.) Using hot pads, remove tray from grill.
Spoon Bacon Gremolata into zucchini shells, mounding slightly and pressing down lightly. Return to grill. Cover and grill for 2 to 4 minutes more or until zucchini is crisp-tender and cheese starts to melt.
In a small bowl stir together bacon, cheese, basil, pepperoncini, lemon peel, garlic, and black pepper.