Heat your oven to 400ºF.
Slice the zucchini in half lengthwise. Use a small spoon to scoop out the center of each zucchini half, leaving a 1/4-inch border. Roughly chop half of the zucchini that you scooped out.
Heat the oil in a large skillet set over medium high heat Add the onion and cook 5-6 minutes, or until softened and translucent. Add the mushrooms and red pepper and cook until the mushrooms are deeply browned. Season with salt and pepper. Stir in the chopped zucchini and spinach; stir until the spinach is wilted. Fold in the rice.
Arrange the zucchini boats on a baking sheet or in a pan. Spoon the filling into the shells, then top with Swiss slices.
Bake 20 minutes, or until the zucchini is soft and the cheese is melted.
Serve hot.