Preheat the oven to 200 C / 400 F.
Slice zucchinis in half, going lengthways. Using a small teaspoon or a small melon scoop, remove the flesh making sure the skins stay intact, maybe 10mm thick. They should look like boats. Scooping out the flesh is a delicate process, you can always use a knife to carve it. Chop 1 cup of zucchini flesh and reserve for later.
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Toast the pine nuts in a frying pan for 1 minute (stir around until golden brown). Remove to a bowl.
Using the same frying pan, sauté the onions, salt and chili in olive oil for 1 minute, then add paprika and cook for another minute on low heat.
Combine the ground lamb mince with pine nuts, sautéed onions, chopped olives and garlic in a mixing bowl. Add another half teaspoon of salt.
Stuff the zucchini boats with lamb mixture using your fingers, building just a little hill of mince over the top.
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Place the stuffed zucchinis on a baking tray sprayed or brushed with olive oil. Bake in the oven for 20 minutes. Zucchini will let out some juice in the oven, which is okay.
To make the sauce, preheat a frying pan to medium-high. Sauté the onions and red peppers in 2 tablespoons of olive oil for 3-4 minutes. Add the salt, chopped zucchini flesh and garlic and cook for another couple of minutes together.
Finally, add the vinegar, tomato paste, and water, mix well and cook for 2 more minutes until soft. Take off the heat and transfer to a food processor, blender or a container to puree in. Puree until all ingredients are completely ground and the mix is fairly smooth.