Hollow out each zucchini using a zucchini corer or small, flexible paring knife, leaving 1/8-inch-thick walls.
Combine lamb, rice, 1 1/4 teaspoons marjoram, 3/4 teaspoon cumin, 1/2 teaspoon mint, 1/8 teaspoon allspice, salt and cayenne in a medium bowl.
Loosely stuff each zucchini with the lamb mixture. Place the stuffed zucchini in a 9-by-13-inch baking pan.
Combine tomato sauce with the remaining 1/2 teaspoon marjoram, 1/2 teaspoon cumin, 3/4 teaspoon mint and 1/8 teaspoon allspice in a medium saucepan.
Bring to a boil over high heat.
Pour over the zucchini.
Cover the pan with foil.
Bake, turning the zucchini halfway through cooking, until the zucchini and rice are tender and the filling reaches 165°F on an instant-read thermometer, 40 to 50 minutes.
Notes: To hollow out the squash you will need to use a flexible paring knife or the tool that is designed just for the task: a zucchini corer. Find one online at www.lebaneseproducts.com