Cut the marrow squash or zucchini in half lengthwise. Using a spoon, scoop out the seeds to form a canoe. Mix together the crab meat, mozzarella, roasted red pepper, onions, Parmesan, thyme and parsley. Remove 1½ cups and set aside for the squash filling.
For the squash filling, mix together the reserved 1 ½ cups of crab stuffing, the Camembert cheese and ½ cup of breadcrumbs. Place the squash on a flat surface and top each one with half of the Camembert stuffing. Set aside
Season the red fish fillets and the shrimp with the Cajun seasoning, pressing the seasonings gently into the flesh. Set aside.
Place one sheet of foil on a flat surface and place one red fish filet in the center. Place half of the remaining crab mix on top of the filet and press down gently to adhere. Place one more fillet of red fish on top, followed by 10 shrimp.
Fold the long edges of the foil over the fish and fold together snugly. Roll the short ends in towards the fish creating a tightly sealed pouch. Repeat with the other red fish filets.
Preheat grill to medium high heat and prepare for indirect cooking by turning one side to low. Place the foil pouches onto the low side of the grill and place the stuffed squash on the upper rack (also on the low side) and close the lid. Grill bake for 20 minutes. Remove the squash and foil pouches from grill and allow to rest for 5 minutes. Open the pouches carefully to let the steam escape and serve with stuffed squash.