Line a baking sheet with foil. Set aside. Thoroughly wash all your vegetables. Cut raw zucchini into quarters. Peel and cut onion (you're only using half) and roma tomatoes in half. Cut jalapeño in half and remove the seeds. Peel garlic cloves.
Add veggies to baking sheet and lightly toss in olive or vegetable oil. Place sheet on the top rack in the oven. Broil veggies on high for 8-10 minutes. Take the sheet out and flip veggies over. Broil for another 3 minutes. Check and continue to broil until they are slightly charred.
Add broiled zucchini mixture, and cilantro, into a food processor. Add juice from 1 lime, salt, a few grinds of black pepper, cumin, and cayenne pepper. Blend until smooth. After preparing, cover it and refrigerate for at least 30 minutes before serving. This resting period allows the flavors to meld together. Serve in a bowl with your favorite chips!