Preheat oven to 400°F.
Heat oil in a medium skillet over medium heat.
Add chopped zucchini and onions.
Cook for about 5 minutes until softened, stir occasionally.
Stir in diced tomatoes, oregano, salt and pepper. Simmer for about 3 minutes, stirring occasionally.
Grease baking dish with oil.
Place bell pepper on baking dish with cut side up.
Divide the sauteed mixture into the 3 bell peppers.
Bake about 10 minutes or until bell peppers are soft.
Remove from oven and enjoy!