Heat oven to 400° F. Heat the oil in a skillet over medium-high heat. Add the sausage and cook, breaking it up with a spoon, until browned, 5 to 7 minutes.
In a medium bowl, combine the cooked sausage, Asiago, pine nuts, tomatoes, and scallions.
Using a teaspoon, hollow out the zucchini. Place on a rimmed baking sheet. Fill with the sausage mixture and roast until the zucchini is tender, 12 to 15 minutes.