Preheat the oven to 375 degrees F. Put a roasting pan in the oven to preheat.
Cut the zucchini in half lengthwise, then cut across into thirds. Put the zucchini into a bowl and add the olive oil, lemon juice, garlic, shallots, parsley and oregano, and season with salt and pepper, to taste. Toss to combine.
Carefully remove the hot roasting pan from the oven and add the zucchini mixture. Put the pan to the oven and roast for 3 minutes. Remove it, and stir in the olives and preserved lemon. Return the pan to the oven and cook for about 3 to 4 minutes, don't let the zucchini get too soft. Transfer to a serving bowl and serve immediately.