Cut the zucchino into small cubes and fry in a little oil. Season with paprika, toss briefly in the pan, remove and drain on kitchen paper.
Heat the oil in a high pan and sauté the onions and garlic in it. Add the lentils, thyme and bay leaf and fill up with the broth. Add the Marsala and cover and simmer for about 15-20 minutes. Remove the thyme sprigs and the bay leaf. Stir in the crème fraîche, remove the pan from the fire and puree the soup with the hand blender. Put back on the stove, add the green pepper, season with salt and pepper if necessary and only heat up briefly, do not let it boil again.
Place the zucchini cubes in two deep plates and top up with the soup.