Slice the zucchini into round slices about 1/4″ (0.5 cm) thick, salt them and leave them to drain for about 30 min., then dry them with paper towels.
Combine the olive oil with the salt, black pepper and oregano and beat well.
Clean the fish and dry it. Season it with salt and black pepper inside and out. Smear the fish with the olive oil mixture. Place it in a heat resistant container, arrange the zucchini around the fish, pour on the rest of the olive oil mixture.
Cover with foil and bake in a preheated 374°F (190 °C) oven for about 15 min. Remove the foil, turn the fish and zucchini over and bake another 20 min. Serve with the sauce from the baking.