Heat the oven to 400°F.
Heat a large skillet over medium-high heat. When the skillet is hot, add the bacon to the skillet and cook until done. Remove to a plate and set aside.
In the same skillet, add the onions and mushrooms. Saute until vegetables are translucent and soft. Remove to a medium bowl.
Add the venison to the skillet in batches and brown. Remove the browned venison to the bowl with the onions and mushrooms and combine.
In a Dutch oven or large pot, add milk, flour, and mustard. Bring to a boil and continuously mix. Once the mixture comes to a boil, turn the heat down to medium-low. Mix well. When heated thoroughly, turn off the heat and add the white cheddar cheese and 1 ½ cups of the gouda.
Add scoops of the cheese sauce to the meat mixture until you get the creaminess you desire. Use the rest of the cheese sauce for mac and cheese if you have any left.
Halve the zucchini lengthwise and scoop out the zucchini flesh and discard. Spoon the venison mixture into the cavity of the zucchini halves. Top with the grated gouda and sprinkle the parmesan cheese over the top. Place the zucchini in the oven in a baking dish for about 30 minutes or until the flesh of the zucchini is easily pierced when a knife is inserted.
Meanwhile, make the yogurt sauce. In a small bowl, mix yogurt and the juice of 1 lemon.
Remove the zucchini from the oven and plate. Sprinkle jalapenos and parsley over the top of the zucchini. Drizzle the yogurt sauce over the top of the stuffed zucchini. Serve immediately.