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Adjust rack to top and middle positions and preheat oven to 450 degrees. Wash and dry all produce. Trim and quarter zucchini lengthwise; cut crosswise into 1-inch-thick pieces. Core, deseed, and dice bell pepper into 1-inch pieces. Halve, peel, and slice shallot into ½-inch-thick wedges. Trim and thinly slice scallions, separating whites from greens. Zest and quarter lemon.