Arrange zucchini in an aluminum foil-lined jellyroll pan; drizzle with 2 tablespoons sesame oil.
Bake at 475° for 30 minutes, turning once.
Sauté bell pepper and next 4 ingredients in remaining 2 tablespoons hot sesame oil in a large skillet over medium-high heat 2 minutes. Reduce heat to medium. Stir in chicken broth, soy sauce, and sugar; cook until thoroughly heated. Serve over zucchini.