Marinate Chicken: In a large bowl, whisk together orange zest, lemon zest, olive oil, minced garlic, smoked paprika, cumin, oregano, black pepper, and red wine vinegar until well combined. Add the chicken thighs, turning to coat thoroughly. Marinate for 20-30 minutes at room temperature or up to 8 hours in the refrigerator.

Cook Chicken: Heat a large skillet over medium-high heat and add olive oil. Remove excess marinade from chicken and reserve 2-3 tablespoons. Place chicken in the skillet and sear for 4-6 minutes per side until browned, reaching 165°F. Let chicken rest for 5 minutes.

Simmer Marinade: In the same skillet, pour in the reserved marinade and bring to a gentle simmer, stirring occasionally for 3-5 minutes until thickened.

Sauté Zucchini: In a separate skillet, heat olive oil and butter over medium heat. Add sliced zucchini and cook for 2-3 minutes until tender-crisp. Add minced shallot and garlic, cooking until fragrant, then finish with lemon juice, zest, parsley, and season as desired.

Serve: Plate the Asado Chicken alongside the zucchini sauté. Drizzle the thickened marinade over the chicken and garnish with lemon wedges.