Preheat. Get the oven to 400°F.
Cook the vegetables. Heat the olive oil in a large pan (I used my 12-inch cast iron) over medium-high heat. Add the onions, and right when they start to turn translucent, add the garlic and zucchini. Cover and cook about 5 minutes, until the zucchini starts to darken, then uncover and cook a further 5 to 10 minutes to let some of the moisture evaporate.
1 large yellow onion, 1-2 cloves garlic, 2 tbsp olive oil, 3 large zucchini
Make the roux base. Meanwhile, whisk the flour and spices together, and warm your milk (90 seconds in the microwave worked perfectly for me).
3 tbsp flour, 1-2 tsp kosher salt, 1 tsp smoked paprika, 1 tsp mustard powder, 1-2 bay leaves
Build the sauce. Sprinkle the flour-and-spice mixture evenly over the cooking zucchini and onions and stir well. Add the milk and keep stirring and scraping, making sure all the zucchini is evenly coated. Reduce the heat to low and let it thicken.
1 cup warm milk
Fill. Spoon into individual ramekins (heaped, please), or leave the whole mixture in the pan and bake it right in the skillet if it's oven-safe.
Top. Mix the panko, parm, and melted butter, and layer it over the top of the zucchini.
3 tbsp butter, ¾ cup panko or breadcrumbs, ¼ to ⅓ cup grated parm
Bake. 15 to 25 minutes (less for the ramekins, more for the full skillet), until the crumb topping is golden brown and the filling is bubbling up around the edges.
Rest. Cool for 10 minutes before serving. I know it's tempting to dive right in; trust me, wait the 10. The sauce thickens as it cools, which means you get that lovely clean cross-section, and you (or your guests) won't take a bite of molten sauce and sear the roof of your mouth. Ten minutes. The anticipation is worth it.