Prepare the grill for indirect heat.
Place the zucchini in a pot with enough water to cover.
Bring to a boil, and cook 5 minutes.
Drain, cool, and cut in half lengthwise.
Scoop out the pulp to about 1/4 inch from the skin. Chop pulp. In a bowl, mix the zucchini pulp, bread pieces, bacon bits, olives and Cheddar cheese. Season with basil, seasoned salt, and pepper.
Stuff the zucchini halves with the pulp mixture. Seal each stuffed half in aluminum foil.
Place foil packets on the prepared grill over indirect heat.
Cook 15 to 20 minutes, until tender.