Plus: F&W's Grilling Guide
In a small bowl, mash the anchovies with the butter and thyme and season with salt and pepper.
Light a grill or preheat a grill pan. Brush the zucchini with the olive oil, season with salt and pepper and grill over high heat, turning once, until lightly charred and crisp-tender, about 5 minutes. Arrange the zucchini on a platter and top with the anchovy butter.
The recipe can be prepared through Step 1 and refrigerated for up to 4 days.