Preheat the oven to 425°F. Line a baking sheet with parchment paper.
Slice the zucchini lengthwise into ¼-inch-thick planks. Place the zucchini on the lined baking sheet. Drizzle with 2 tablespoons of the olive oil and sprinkle with the salt and black pepper. Roast until the zucchini is well browned, 20-25 minutes.
Transfer the roasted zucchini to a blender or food processor. Add the Greek yogurt, tahini, garlic, dill, feta, lemon juice, and the remaining 2 tablespoons of olive oil. Blend until the mixture is smooth, about 1 minute.
Pour into a bowl and garnish with fresh dill and more feta cheese.
