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Adjust rack to top position (top and middle position for 4 servings) and preheat oven to 450 degrees. Bring a large pot of salted water to a boil. Wash and dry produce.
Halve, core, and thinly slice bell pepper. Trim and halve zucchini lengthwise; slice crosswise into ½-inch-thick half-moons. Finely chop chives. Zest and quarter lemon.