Preheat the oven to 350°. Set the zucchini on a rimmed baking sheet and rub them with olive oil. Bake for 30 to 40 minutes, or until tender when pierced. When the zucchini are cool enough to handle, cut off and discard the stem ends and coarsely chop the zucchini. Season to taste with the lemon juice and salt and pepper. Serve warm, with the harissa.