Preheat oven to gas mark 5/190°C (170°C in a fan oven). Using a teaspoon, scoop out middle of each courgette half. Rub with oil until completely covered, then sit on a lightly oiled baking sheet.
Add feta, lemon zest, thyme, breadcrumbs and pine nuts to a bowl and mash with a fork. Season well with sea salt and freshly ground black pepper, taste and adjust seasoning as needed.
Divide mixture between courgette halves. Cover with foil and put in oven to bake for about 15-20 mins until courgettes are tender. Remove foil and cook for a further 5-10 mins until top is golden. Garnish with thyme leaves. Serve with a lightly dressed leaf and tomato salad.