Step 1 Heat the oven to 400 degrees. Cook the olive oil and the onion in a large skillet over medium heat until the onion softens, about 5 minutes. Add the garlic; cook until fragrant, about 3 minutes. Add the crushed tomatoes, wine, capers and one-half teaspoon salt. Simmer until the sauce thickens, about 20 minutes.
Step 2 Trim the crusts and cut the bread into cubes. Place in a food processor or a blender with the basil and garlic and grind to fine crumbs. Pour into a bowl and stir in the anchovies and pine nuts. Set aside.
Step 3Cut each zucchini in half lengthwise and use a melonballer to carefully remove some of the flesh from the center to make a "canoe." Leave about one-fourth inch at the sides and ends and a little more at the bottom. Season the inside with one teaspoon salt, and steam over rapidly boiling salted water until just tender, about 10 to 15 minutes.
Step 4Cut a slice from the top of each tomato. With the melonballer, gently remove most of the pulp. Season insides with one-fourth teaspoon salt.
Step 5Pour the tomato sauce into a lightly oiled 5-quart gratin dish or substitute two smaller gratin dishes. Spoon the breadcrumb mixture into the zucchini and tomatoes, mounding slightly on top. It will take 1 to 2 tablespoons for each zucchini and 2 to 3 teaspoons for each tomato. Do not press the breadcrumbs or they will become pasty when cooked. Arrange the zucchini and tomatoes in the gratin dish. Drizzle with olive oil if desired.
Step 6Bake until the vegetables have softened and the tops of the breadcrumbs have browned, about 30 minutes. (Time will vary for the smaller dishes, so start checking after 15 to 20 minutes.) Serve hot or at room temperature.