Preheat the oven to 450°F with the rack set in the center.
Set a large oven-safe skillet over medium-high heat and add the oil. Carefully tilt the skillet so that the bottom is evenly covered with oil.
When the oil starts to ripple, carefully add the zucchini cut side down, and let them get some color for 5 minutes. You don’t have to flip them.
Transfer the whole skillet (without flipping the zucchini—they should still be cut-side down) into the oven for 25 minutes. They’ll come out deeply brown and creamy.
