Preheat the oven to 350 degrees F (175 degrees C). Line a baking sheet with aluminum foil.
Scoop flesh out of the zucchini halves using a spoon. Place zucchini halves skin-side up on the baking sheet. Lightly coat with cooking spray.
Bake in the preheated oven until slightly softened, about 10 minutes.
Meanwhile, heat olive oil in a skillet over medium heat. Saute onion and garlic until softened, 3 to 5 minutes. Add chorizo; cook, breaking up with a spoon, until browned, about 10 minutes.
Remove zucchini from the oven and turn upright with tongs. Sprinkle 1/2 cup mozzarella cheese on top and set aside.
Add tomatoes and pesto to the chorizo mixture. Simmer until tomatoes break down, about 10 minutes. Spoon chorizo mixture into the zucchini boats. Sprinkle remaining mozzarella cheese and Parmesan cheese on top.
Return zucchini to the oven and bake until tender, about 10 minutes more.