For the tuna mixture: In a mixing bowl, combine the tuna, celery, green onion, optional capers, Dijon, mayo, shredded mozzarella, and ⅛ teaspoon each kosher salt and pepper. Mix until combined. Advance prep tip: the tuna mixture may be prepared up to one day in advance. Cover and refrigerate until needed.
Preheat the oven to 375℉ and line a baking sheet with parchment paper or foil.
Slice the zucchini lengthwise into even halves. Using a small spoon or melon baller, scrape out the seedy center and a little bit of the flesh, leaving a border of about ⅓ to ½ inch on all sides. (Discard this or save for another use.)
Arrange the zucchini shells on the baking sheet. Sprinkle the insides of the zucchini with a pinch of salt and pepper. Bake for 12-15 minutes, or until just short of tender. Remove the zucchini from the oven.
Evenly fill the halves with the tuna mixture, and then sprinkle with the shredded cheddar. Return to the oven for about 10 minutes, or until the tuna is hot throughout and the cheese is melted. If desired, you may place on the top rack of the oven for the last few minutes to lightly brown the cheese. Or broil for a minute or so, watching very closely so as not to burn. Enjoy!
Leftovers may be refrigerated for 3 to 4 days and gently warmed in the oven or microwave.