Preheat oven 400 degrees F. Cut the ends off, using a sharp knife cut zucchini into half and scoop out the flesh of the zucchini, leave about 1/4 inch of pulp.
Chop the zucchini flesh and set aside. Place the zucchini shells in an 8x8 casserole pan, brush with olive oil, sprinkle with salt and set aside.
Heat oil in a large skillet over medium-high heat, add onion, garlic, and red bell pepper. Cook until the onion is soft.
Add zucchini pulp, Chili Powder, cumin, oregano, tomato paste, and stir. Add pinto beans, vegan bouillon cube, and water. Bring to a boil, reduce heat and simmer for 10 minutes. In the meanwhile prepare the cashew cheese sauce.