Wash the zucchini off under cold water. Then, with a sharp knife, cut the zucchini in half, then slice the halves long ways into thirds. They should be about ½ in thick or so.
Drizzle the zucchini slices with olive oil, then thoroughly season them with salt and pepper.
Place the zucchini directly onto the grill grates in a preheated smoker and smoke at 225℉ for an hour. You want to cook the zucchini until they are fork-tender and the edges are starting to brown.