Roasted zucchini that is still firm on the inside is accomplished by roasting it for a short period of time at a very hot temperature. If you use a low temperature, it will only steam and get mushy. Your oven should be at least 450 degrees when the zucchini goes in, but closer to 500 is even better. Roast it just long enough to cook and gain some color on the outside then pull it out so the inside doesn’t turn mushy.