This is a fun dish to serve to guests in the summer, as you can prepare it ahead and it tastes wonderful at room temperature. The brilliance of the vegetable flavors is really what shines here.
In a dry pan over medium heat, toast the bread crumbs, stirring constantly, until golden brown. Set aside. Preheat the oven to 400 degrees. Cut the eggplants in half lengthwise. Heat a heavy sauté pan over high heat, then add 1 tablespoon of the olive oil and sear the cut sides of the eggplant halves until well browned. Transfer them to a baking sheet and place in the oven for 12 minutes. Remove eggplant from oven and let cool, leaving the oven on. While the eggplant is baking, add the onion, garlic, and 2 tablespoons of the olive oil to the pan and sauté over high heat until the onion begins to soften. Add the anchovies and paprika and cook for 30 seconds to flavor the oil. Add the zucchini and cook for about 4 minutes, without stirring. Add the tomatoes and cook until they break down, about 2 minutes. Remove from the heat and season to taste with salt. Place the tomato mixture in a medium bowl with the bread crumbs. When the eggplants are cool enough to handle, scoop out the insides, chop them, and add to the bowl. When scraping the eggplant halves, make sure to leave enough flesh on the inside so that the outer skin does not collapse. Season the eggplant hulls with salt. Stir the vegetable mixture well and use it to stuff the eggplants. Return the eggplants to the oven for 10 minutes to warm the stuffing through. Then increase the heat to broil and cook about 4 inches from the heat source until the tops are brown and beginning to char, about 3 minutes. Drizzle the eggplant halves with the remaining tablespoon olive oil. Serve immediately. Serves 4 as a main course