Preheat a grill or grill pan to medium-high heat.
Cut the zucchini in half lengthwise and scoop out the pulp, leaving ¼-inch thick shells. Drizzle with 2 tablespoons olive oil and rub the oil evenly over the zucchini. Season with salt and pepper.
Heat the remaining tablespoon of olive oil in a large skillet over medium-high heat. Add the minced onion and sauté for 2 to 3 minutes until it begins to soften.
Add the ground turkey along with the cumin, salt, black pepper, chili powder, garlic powder, and oregano. Cook, breaking up the meat occasionally, until it is just cooked through.
Stir in the tomato sauce and water. Bring to a simmer, then reduce the heat to medium-low and let it cook until the sauce has thickened slightly, about 5 minutes. Remove from heat and stir in half of the shredded cheese, cilantro, and lime juice.
Spoon the turkey filling into the zucchini shells. Sprinkle the remaining cheese over the top. Grill the stuffed zucchini, covered, until the zucchini is tender and the cheese is melted, about 8 to 10 minutes.
Serve the stuffed zucchini with avocado, red onion, black olives, and cilantro as toppings.