Ask your butcher to grind loin, sausage, and bologna. Or do it in your home blender.
Mix the stuffing ingredients, mince, egg, Parmigiano, salt, and nutmeg in a bowl. Cover the bowl with plastic wrap and rest in the refrigerator for 10 minutes.
Wash the zucchini, remove the ends, and empty them with the zucchini scoop, removing the inner flesh but trying not to break the outside.
Stuff the zucchini with the filling by pushing the filling with your fingers inside the zucchini on both sides. If there is leftover filling, make meatballs.
In a pan, pour olive oil and add zucchini and meatballs. Cook over medium heat for a few minutes, turning the zucchini meatballs. Then, add passata, water, and a pinch of salt.
Cook semi-covered over medium-low heat on a medium or small stove for about 60 minutes, turning the zucchini halfway through. If the sauce thickens too much, add water.
At the end, taste the sauce and adjust the salt if necessary (remove the zucchini first).