Rinse zucchini, halve lengthwise and scrape out seeds with a spoon, season insides with salt and pepper.
Peel shallot and chop finely. Blanch tomatoes in hot water, rinse in cold water and peel. Remove seeds and chop.
Finely dice ham.
Combine shallot with tomatoes, ham and cream cheese, season with thyme, salt and pepper and stuff zucchini with the mixture.
Arrange zucchini in a greased baking pan and bake in preheated oven at 180°C (approxmately 350°F) for about 20-25 minutes. Remove from the oven and serve.