Cut the zucchini into fine strips. Braise the thyme in 1 tablespoon of oil, pour in the stock and bring to the boil. Stir in the polenta and cook according to the instructions on the packet. Spread in a greased baking dish. Finely chop the shallot and garlic, finely dice the paprika. Braise everything in 1 tablespoon of oil and season with salt, pepper, cayenne pepper, cumin and paprika. Steam for about 5 minutes. Add zucchini and lemon juice and season to taste.
Preheat the oven to 200 ° / convection 180 °. Spread the vegetable mixture on the polenta. Mix the cheese, parsley, oregano and lemon zest and pour over. Bake for about 20 minutes.