Yes, if you want to make grilled zucchini in foil packets rather than directly on the grates, you can. Simply make a boat out of the foil, then add the spears and the marinade. Then, very carefully seal the foil and allow zucchini parmesan to cook for the total time. You can open the foil and turn the zucchini over partway through if you like. But, it isn't necessary to do that to cook it completely.