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HEAT oven to 350ºF.
COOK zucchini in boiling water in large saucepan 5 to 7 min. or until tender; drain, reserving 1 cup cooking water. Cool zucchini.
CUT thin slice off stem end of each zucchini. Carefully scoop out centers, leaving 1/4-inch-thick shells. Chop removed zucchini; combine with mozzarella and feta cheeses.
HEAT oil in medium skillet on medium heat. Add onions, chiles and garlic; cook and stir 3 min. or until onions are crisp-tender. Remove from heat. Add half the onion mixture to zucchini mixture; spoon into zucchini shells. Place in 13x9-inch baking dish.
BLEND reserved water, tomato sauce and remaining onion mixture in blender until smooth; pour over stuffed zucchini shells. Cover.
BAKE 25 to 30 min. or until heated through. Sprinkle with Parmesan. Serve with rice.