In a large cast iron skillet, warm up the oil to medium heat. Then, add in the onion, tomato paste, lemon grind, thyme, salt, and pepper. Let this cook for about 5 minutes, then add in the zucchini. Let this cook an additional 5 minutes until the onion and zucchini are soft and well coated with the oil.
Spray a dish with non stick cooking spray, then carefully pour the mixture into the dish. Top it with cheese and cover with foil. Bake in the oven for 25 minutes.
Remove it carefully from the oven, remove the foil.
Turn the broiler on high, then carefully place the dish uncovered back into the oven for about 1-2 minutes until lightly browned on top.