Preheat the oven to 175 degrees Celcius.
Combine the ingredients for the sauce.
Prepare four parchment papers (placing two papers on top of eachother).
Add sliced zucchini and auberinge at the bottom.
Add a cod fillet on each parchment paper package.
Top with half each package with 1/4 of the sauce (leaving half of the sauce in total left for serving).
Add lemon zest on top of each package and season with sea salt and black pepper. Fold the parchment paper into a package making it resemble a tent.
Bake in the oven for 15-20 minutes (depending on the size of your cod fillets) just until tender and soft. I prefer to have my fish soft and tender, but still with a liiiittle chewing restaince left and not fully cooked. Make sure not to bake it for too long so it gets dry and boring.
Check if the fish is tender and soft and then remove from the oven.
Serve immediately while warm with the remaining sauce.