Preheat the oven to 375 degrees F (190 degrees C). Line a 10x15-inch rimmed baking sheet with foil.
Cut zucchini in half lengthwise. Scoop out pulp with a melon baller or small measuring spoon, leaving 1/4-inch thick shells. Chop pulp (you should have about 3 cups).
Toast almonds in a large dry skillet over medium heat until lightly browned and fragrant, about 4 minutes; remove from skillet.
Cook bacon in a skillet over medium heat until crisp, about 8 minutes. Drain on paper towels.
Drain all but 1 tablespoon of bacon grease from the skillet. Add zucchini pulp and green onions to the skillet. Cook and stir until tender and any liquid evaporates, about 10 minutes.
Beat cream cheese with an electric mixer in a large bowl until smooth. Beat in mayonnaise.
Stir in almonds, bacon, zucchini pulp mixture, Cheddar cheese, and cayenne pepper.
Stuff zucchini shells with the mixture, heaping full. Arrange shells in prepared baking sheet. Sprinkle with cracker crumbs.
Bake until zucchini is tender and filling is browned and bubbly, 30 to 35 minutes. Garnish with additional green onions.
