Preheat the oven to 350°F. Cut each zucchini into 4 or 5 pieces depending on their size and hollow them out (we used a shot glass, but feel free to use a knife or cookie cutter).
Cut the scooped out zucchini pieces and mix them with the ground beef, parmesan, parsley, bread pieces, and egg. Season with salt, pepper, and nutmeg.
Fill the hollow zucchini pieces with the ground beef filling and place them vertically in a casserole dish (ø 9-inch).
Melt the butter in a pot and cook the chopped onion in it. Stir in the flour and milk, bring to a boil, season with salt and pepper, and then puree the sauce.
Pour the sauce over the stuffed zucchini pieces and sprinkle parmesan and bread crumbs on top. Cook until golden brown, about 35 minutes.
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