If the shells are hard, treat them like winter squash. If they’re big but can still be pierced easily with a thumbnail, cut the stems out, make the hole slightly bigger, and stuff with something meaty and spicy, then bake. Sort of like the big zucchini earlier in the thread.
When I looked them up on the Web it said that they are a "form of zucchini" so your suggestion is a good one. Thanks.