1. Lengthwise halve zucchini or squash. Use spoon to scoop out centers, leaving 1/4-inch shell. In medium bowl stir together egg, crackers, bacon, carrot, margarine or butter, onion, celery seeds, sage and pepper. Spoon into zucchini or squash. Place in shallow baking dish. Cover with foil.
2. Bake at 350°F for 10 minutes. Remove foil. Bake at 350°F about 20 minutes more or until zucchini is tender. Sprinkle with cheese. Let stand for 2 minutes or until cheese melts.