Heat a large skillet over medium heat. Add 1 tablespoon of oil to the pan; swirl to coat. Add sliced onions and cook for 6 minutes, stirring occasionally.
Stir in tomato paste and cook for 2 minutes. Stir in lemon zest and thyme, season with salt and pepper, and cook for an additional 2 minutes, stirring occasionally.
Preheat the broiler and arrange zucchini on the broiler pan. Drizzle with about 1 tablespoon of oil, season lightly with salt, and toss to coat. Broil for 7 minutes or until lightly charred.
Preheat oven to 375°. Spread onion mixture in a 2-quart gratin/casserole dish. Then arrange zucchini over onion mixture. Sprinkle with cheese; cover, and bake for 25 minutes. Remove from the oven.
Preheat boiler and uncover zucchini pan. Broil for a few minutes or until lightly browned. Serve warm or at room temperature.