Preheat a grill or grill pan to medium-high heat.
Cut zucchini in half lengthwise; scoop out pulp, leaving ¼-in. shells.
Drizzle with 2 Tablespoons oil. Rub the oil over the zucchini so it is well coated. Season with salt and pepper.
Heat remaining Tablespoon oil in a large skillet over medium-high heat. Add onion and saute 2-3 minutes, until beginning to soften.
Add ground turkey and spices and cook, breaking up occasionally until just cooked through.
Stir in tomato sauce and water and bring to a simmer then reduce heat to medium-low and let simmer until sauce has reduced, about 5 minutes. Stir in half the cheese, cilantro and lime juice.
Spoon turkey taco filling into zucchini, sprinkle with remaining cheese and grill, covered, until zucchini is tender, 8-10 minutes.
