I've made chocolate cake with finely sliced (grated?) zucchini before (recipe on chefkoch.de but you can probably find them online in US units as well if you prefer). You couldn't tell there waa veggie in it but it was very juicy (and gone quickly)
Hey, I just replied a recipe and a variant for @AnonStoleMyPants, hope it helps you out!
Otherwise I like doing spears on a grate set into a casserole dish - lightly toss in oil, then toss in salt, pepper, and parmigiana or romano cheese and bake at 350 until tender.
We're doing zucchini boats this week too - halve the zucchini, scoop the guts, and oil before seasoning and placing them face down on a baking sheet. Bake at 350 for 25-30 (this time varies by zucchini mass) and remove from the oven to cool. In a high sided pan, prep your filling - we're doing peppers/onions/corn with some ground meat and a sloppy joe type sauce this time, but play around with it. Then add your filling to the zucchini you flipped over once it cooled a bit, top with cheese or breadcrumbs or both, and bake for another 25-30.