Preheat the oven to 400 degrees F. Grease a 9x13 inch casserole dish and set aside.
Slice each zucchini in half lengthwise. Using a spoon or melon baller, hollow out the center of each zucchini. Place them skin side down in the casserole dish.
Heat a tablespoon of olive oil in a large skillet over medium heat. Add the onions, bell pepper, garlic, and jalapeno, and cook for 1 to 2 minutes or until soft.
Add the rice, corn, and beans, salsa, and spices; cook for another 2 to 3 minutes. Turn off heat and mix in cilantro.
Spoon the filling inside of each zucchini until they are all full. Sprinkle with cheese. Bake in the oven for 25 to 30 minutes.