Kleftiko means "stolen" — legend says Greek rebels hid whole lambs in sealed clay pots buried underground to cook without smoke betraying their location.
Preheat oven to 325F (160C). Score lamb pieces deeply.
Combine olive oil, garlic, lemon juice and zest, oregano, thyme, salt, and pepper. Massage thoroughly into lamb.
Place zucchini slices in the center of a large double sheet of foil. Lay lamb over the zucchini. Tuck bay leaves alongside. Pour any remaining marinade over the top.
Seal the foil packet tightly — no gaps. Wrap in a second layer of foil for security.
Bake 2.5-3 hours until lamb is completely tender. Open the packet carefully at the table — the steam is scalding and the aroma is extraordinary.