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Adjust rack to top position and preheat oven to 425 degrees. Bring a medium pot of salted water to a boil. Wash and dry produce.
Trim and halve zucchini lengthwise; cut crosswise into 1⁄2-inch-thick half-moons. Trim and peel carrots; grate on the largest holes of a box grater. Zest and quarter lemon. TIP: If you added any other items to your meal (apps, sides, and/or dessert), you can get started on them now!
Adjust racks to top and middle positions. Cut broccoli into bite-size pieces if necessary.