Preheat oven to 425°F. Wash the zucchinis, cut in 2 and slice into thin rounds (unpeeled).
Arrange the zucchinis on 6 sheets of parchment or aluminium paper (1 per person).
Lay one fillet on each sheet, on top of the zucchinis.
Salt and pepper, then add chopped garlic, thyme and/or bay leaves finely chopped to taste.
Top off with 2 slices of goat cheese per sheet, a sprig of rosemary and a little olive oil drizzled across the top. Fold and close sheets, en papillote-style. Bake in oven for 10 minutes. Serve warm.