Heat the olive oil in a large pot over medium heat. Add the onion and celery and cook for 4 minutes until the onion turns soft.
Stir in the garlic, thyme, and oregano and cook for 1 minute until fragrant.
Add the lentils and vegetable broth. Bring the mixture to a boil, then reduce the heat to low and simmer for 20 minutes.
Add the zucchini, salt, and pepper. Continue simmering for 8 to 10 minutes until the zucchini is tender but not mushy.
Remove the pot from the heat. Stir in the lemon zest and lemon juice.
Ladle the stew into bowls and sprinkle with fresh parsley before serving.