Step 1Heat the oven to 400 degrees. Grease a gratin dish large enough to hold the zucchini with olive oil.
Step 2Cut the zucchini in half lengthwise and use a melon baller or serrated spoon to remove the insides of the zucchini to make what looks like a canoe. With a melon baller, use the large scoop to remove most of the pulp in balls and then the small scoop to smooth the sides. Leave about one-fourth inch of the flesh at the sides and a little more at the bottom. Collect the pulp on a cutting board and chop coarsely.
Step 3Season the inside of the zucchini boats lightly with salt and steam over rapidly boiling water until almost tender, about 5 minutes.
Step 4Heat 2 tablespoons of olive oil in a large skillet over medium heat and add the chopped onions. Cook until the onion softens, about 5 minutes. Add the zucchini pulp and cook until dry, about 10 minutes. Add the crumbled Italian sausage and fry until cooked through, about 10 minutes. Add the white wine, increase the heat to high and cook until the wine has evaporated, about 5 minutes.
Step 5Remove the mixture to a bowl to cool, then stir in one-half cup of the Parmigiano-Reggiano and the bread crumbs, and season to taste with more salt and pepper. The mixture should be highly seasoned. Stir in enough of the beaten egg to make the mixture hang together.
Step 6Without cleaning the skillet the zucchini was cooked in, add another tablespoon of olive oil, then add the garlic and cook over medium heat until fragrant, 1 to 2 minutes. Add the chopped tomatoes and the capers, and cook, scraping any flavorings from the base of the pan, until the sauce just begins to thicken, about 20 minutes. Add salt to taste.
Step 7Spoon the tomato sauce into the oiled gratin dish. Spoon the cooked sausage mixture into the hollowed-out zucchinis, mounding on top, 4 to 6 tablespoons per zucchini.
Step 8Arrange the stuffed zucchini in the gratin dish; they may fit quite tightly. Dust with the remaining grated Parmigiano-Reggiano and bake until the stuffing has firmed and the tops have browned slightly, about 30 minutes. Serve warm or at room temperature.