Step 1: Zucchini ... First, they are all different sizes; but, basically, you want to cut each one the same regardless of size. Trim the ends, cut in half lengthwise; then in half horizontally. Four (4) pieces per zucchini. And, I understand that all the pieces can vary in size; that doesn't matter.
Step 2: Bacon ... NOTE: I use a regular store bought bacon - do NOT use a thick or butchers cut bacon, it is too thick. If you get bacon from a butchers/meat market; their regular cut bacon is often much thicker. I would usually buy a thin cut bacon from them; as a butchers thin cut, is basically the same as the generic store brand bacon. So, keep that in mind. Thin is better in this case.
Step 3: Wrapping ... Now, you can completely wrap your zucchini, using 2 slices of bacon, which I do; or, just use 1 slice, as a light wrap. Either way works just as well; it is just a personal preference. I think it also depends on the size of the zucchini too. Sometimes 2 slices of bacon are needed to lightly wrap it; but, with smaller pieces, 1 slice may be enough. Just DO NOT overlap the bacon; otherwise, it will not cook through. You want a single layer of the bacon.
Step 4: Pat your zucchini dry, using a paper towel, season with salt and pepper; then, wrap with the bacon. You shouldn't need any toothpicks to hold the bacon in place. It should stick to the zucchini if patted dry.
Step 5: Grill or Bake ... I prefer to grill - outdoor or indoor grill pan. But, you can oven bake these too. Grill (outdoor or indoor); medium high heat, on a oiled grill or grill pan. Grill on all sides, turning often; until the bacon is crisp. About 20 minutes on average. The last minute, brush on the Italian dressing.
Step 6: For the oven; 375 degrees on a sheet pan, lined with parchment paper or foil. Again, about 20-25 minutes. The last minute, brush on the Italian dressing.
Step 7: Serve and ENJOY! ... A perfect side dish to any meal.
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