Preheat the oven to 350°F. Remove the seeds from the zucchini. Hollow out the zucchini, keeping the flesh aside, so that it can be stuffed with rice. Place the two zucchini halves on a baking sheet. Then, mix the set-aside flesh with the cooked rice. Season the zucchini with salt and pepper, then add the rice mixture to the cavity. Cover with grated cheese and bake for about 30 minutes or until the zucchini is tender. Serve and enjoy.