How to Make It
Preheat the oven to 375°. Set 4 foot-long sheets of parchment paper on a work surface. Put a zucchini, a lemon thyme sprig and a bay leaf in the center of each. Drizzle each zucchini with 1 tablespoon of olive oil and season with salt and pepper. Fold the paper in half over the zucchini, then fold up the 3 open sides, leaving a 1/2-inch border around the zucchini; staple each side once or twice to seal.
Set the packets on a baking sheet and bake for 45 minutes, or until the zucchini is very tender. Transfer the packets to dinner plates, open carefully and serve at once.