Preheat the oven to 350 degrees F (180 degrees C).
Cut each zucchini in to several pieces depending on their size.
You can either cut them into slices like in the photo or else cut them in half lengthwise.
Scoop out the pulp and roughly chop it.
Sauté the onions with the bell pepper and garlic in the oil for 5 minutes.
Add the zucchini pulp and walnuts.
Sauté for 3 minutes.
Stir in the rice, tomato, corn, thyme, and some salt and black pepper to taste.
Stuff the zucchini pieces with the rice mixture, then add the cheese on top.
Arrange them in a baking dish and cover with aluminum foil.
Bake for 30 minutes.
Discard the foil and bake the zucchini for another 10 minutes or until golden brown on top.