Preheat the oven to 400F/200C.
Slice the zucchinis down the middle and scoop the flesh from the inside of the zucchini.
Combine the tuna, mayo, celery, salt, and pepper.
Fill each zucchini half with the tuna mixture.
Top each zucchini half with shredded cheese.
Bake on a baking sheet for 18-20 minutes or until the cheese is golden brown.