Simple-zucchini-recipes-in-oven, preheat oven to 425°f. toss zucchini slices with olive oil, seasoning, salt & pepper and about 2 tablespoons of the parmesan cheese. place on a baking sheet and top with remaining parmesan cheese. bake 5 minutes.. Preheat the oven to 400 degrees f. coat a cooling rack with nonstick spray and place on a rimmed baking sheet. in a small bowl, stir together the parmesan, italian seasoning, salt, and pepper. place the zucchini in a large bowl. drizzle with the oil and sprinkle with the parmesan mixture.