For the filling: Melt the butter in a heavy large skillet over medium-high heat. Add the onion, garlic and zucchini and saute until the onion is soft, about 4 minutes. Add the kale and saute 1 minute. Add the vegetable broth, cover and cook until the kale is wilted, about 6 minutes. Uncover and simmer until almost all of the liquid evaporates, about 2 minutes. Turn off the heat and cool slightly. Season with some salt and pepper. Stir in the cheese until melted.
For the masa: Mix the masa and baking powder in large bowl. Add the vegetable shortening and mix using an electric mixer until it is the consistency of coarse meal. Pour in the vegetable broth and mix until the dough comes together (the dough should be moist). Mix in the salt and pepper by hand.
To assemble the tamales: Place a corn husk, ridged-side down, flat on a work surface and spread 2 to 3 tablespoons of masa onto the corn husk. Then place a spoonful of the kale filling atop the masa. Fold the bigger sides in, and then the pointy tip up over the tamale. Repeat with the remaining corn husks, filling and masa.
To steam, place a coin in the bottom of a pot and fill with 1 to 2 inches of water. Make sure that the steamer basket is not immersed in the water. Line the bottom of a steamer basket with some additional husks and stack the tamales in the steamer, with the exposed end facing upward. Top with more husks and cover with a moist towel. Bring the water to a boil and cook until the masa no longer sticks to the husks, 30 to 40 minutes.
Cook's Note: The coin will rattle during cooking. If it stops rattling, all the water has evaporated and you need to add more.