Preheat the oven to 350 °F and spray a 13 x 9 - inch glass baking dish with nonstick spray.
Hollow out the zucchini with a melon baller - we'll put the zucchini innards aside for making tacos later.
Heat the olive oil in a skillet and cook the chopped onions, chopped bell peppers, chopped mushrooms and minced garlic for 5-6 minutes, until soft.
Pour broth into the skillet with the vegetables and add the bulgur. Bring to a boil, then reduce heat and simmer about 10-15 minutes until bulgur is tender
Empty the bulgur and vegetable mixture into a bowl, then cook the ground turkey in the same skillet (you might need some cooking spray to prevent sticking)
Add cumin, chili powder and salt to the turkey, and be sure to cook it until it's no longer pink at all.
Mix the cooked ground turkey and vegetable mixture together.
Arrange the zucchini halves in a baking dish (spray with nonstick spray), and fill the zucchini halves with the turkey and vegetable mixture.
Carefully pour 1 cup of water into the baking dish, taking care not to get the stuffed zucchini too wet. This will create the steam that will cook the zucchini.
Cover the baking dish tightly with aluminum foil, and bake for about 30 minutes until the zucchini is fork-tender.
Remove the foil and sprinkle ounces of grated cheddar cheese and sprinkle over the stuffed zucchini. Return to the oven for 5 more minutes, until cheese is melted.
