1) Preheat the oven to 350°F (180°C).
2) Cook the zucchini in the boiling water for about 4 minutes until tender, drain well. Alternately cook in the microwave on HIGH for 2-3 minutes.
3) In 1-quart baking dish, place the zucchini and pour over the yogurt or sour cream.
4) Sprinkle evenly with dill and grated Parmesan and Cheddar cheeses.
5) Bake in the preheated oven for 10 minutes or until top is browned. Alternately, place in the microwave on MEDIUM for 2-3 minutes.