Preheat the oven to 450°. Arrange the zucchini cut side up in a 9-by-13-inch baking dish. Add 1/2 cup water to the dish, cover with foil and bake until the zucchini begins to soften, about 15 minutes.
Meanwhile, in a medium skillet, heat the olive oil over medium-high heat. Add the onion and cook until softened, about 3 minutes. Add the beef and cumin and cook, breaking the meat up, until just browned, about 4 minutes; season with salt and pepper. Stir in the tomatoes and pickled jalapeños.
Uncover the baking dish, pour off the water and season the zucchini with salt. Fill with the beef mixture and sprinkle the cheese on top. Bake, uncovered, until the cheese is melted, about 10 minutes