Preheat the oven to 350°F (177°C) and grease a 9×5-inch loaf pan.

Whisk the oil, agave, egg, yogurt, and vanilla together in a medium bowl until combined. In a large bowl, whisk the flour, baking powder, baking soda, salt, and cinnamon together. Pour the wet ingredients into the dry ingredients and mix with a large wooden spoon or rubber spatula until combined. Avoid overmixing. Fold in the zucchini, orange zest, and walnuts.

Spread batter into the prepared loaf pan. Bake for 40-50 minutes. Baking times vary, so keep an eye on yours. The bread is done when a toothpick inserted in the center comes out clean. If you find the top of the bread is browning too quickly in the oven, loosely cover it with aluminum foil.

Remove the bread from the oven and set on a wire rack. Allow to cool completely before slicing and serving. Cover and store leftover bread at room temperature for up to 5 days.