1. Cut the zucchinis in half lengthwise. Using a spoon, remove most of the flesh from the inside of the zucchinis. Chop the flesh and set aside.
2. Preheat the oven to 350°F.
3. In a saucepan, heat the olive oil. Add the chopped onion and cook for 2 minutes. Add the minced lamb and cook for 4 minutes.
4. Add the chopped zucchini flesh. Season with salt and pepper. Add the cumin, parsley, and oregano. Mix well.
5. Add the beef broth and bring to a boil. Cook until the broth has evaporated. Remove from heat.
6. Fill the zucchini shells with the meat-zucchini mixture. Top with grated Gruyère. Place on a baking dish.
7. Bake for 25 minutes. Remove from the oven and serve hot.