This is a Snap Pea Sheep recipe!
A standard grill can be used here.... anything to get grill marks. Grill marks add to the flavor and visual appeal of this dish.
I just happened to have a cast iron baking dish with a grill for a lid. I will say it is heavy and a little cumbersome to use but I have it and use it.
Other vegetables to consider grilling and adding on top are radicchio, olives, green onions or asparagus. I would not bake them with the zucchini as they do not need that long of baking time.
Eggplant, red peppers, artichokes, yellow squash, or Campari tomatoes on the vine can be added into the baking process to make this a truly memorable dish.
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Grilled Zucchini with walnuts and Feta https://snappeasheep.com/grilled-zucchini-with-walnut-and-feta/