1. Thoroughly scrub the potatoes and pierce skin in several places with a fork. Bake or microwave until softened (about 40 minutes in a 350°F oven or 8 to 10 minutes in the microwave, turning occasionally). Let cool.
2. While the potato is cooking, in a medium skillet heat the oil on medium-high. Add the fennel, onion, and garlic and cook, stirring, until softened, about 2 minutes. Add the zucchini and cook, stirring, 1 minute longer. Stir in the chopped pignoli and basil. Remove from heat; set aside.
3. When the potatoes are cool, cut in half lengthwise. Scoop out the potato, leaving 1⁄4 inch of flesh in the potato skin. Brush the insides of the potato shells lightly with olive oil and season with salt, if desired; set aside.
4. Measure 1 cup of the scooped potato and place in a medium bowl. Add the broth, fennel fronds, and pepper. Mash until relatively smooth. Stir in the reserved vegetables and all but 2 tablespoons of the cheese. Season with salt, if desired. Spoon the filling mixture into the 4 prepared potato shells. Heat in the oven (350°F for 20 minutes) or microwave (4 minutes on high) until warmed through.
5. Remove from oven and sprinkle tops of potatoes with remaining cheese.