Combine 1 tablespoon oil, rind, 1 tablespoon lemon juice, 1/4 teaspoon salt, paprika, and 1/4 teaspoon pepper in a medium bowl. Add chicken; turn to coat. Marinate in refrigerator 2 hours.
Combine 1/4 teaspoon salt, yogurt, 1 tablespoon chopped parsley, mint, cumin, and garlic in a food processor; process until smooth. Place yogurt mixture in a medium bowl; stir in cucumber. Cover and chill.
Preheat oven to 375°.
Place lentils, parsley sprigs, onion slice, thyme sprig, and bay leaf in a large saucepan; cover with water to 2 inches above lentils. Bring to a boil; cover, reduce heat, and simmer 20 minutes or until tender. Drain. Discard parsley sprigs, onion slice, thyme sprig, and bay leaf.
While lentils cook, wrap 1 ham slice around each chicken breast. Place chicken in an 11 x 7-inch baking dish. Bake at 375° for 25 minutes or until done.
While chicken cooks, heat 1 tablespoon oil in a large Dutch oven over medium heat. Add minced onion; cook 3 minutes, stirring occasionally. Add zucchini; cook 15 minutes or until zucchini is very tender, stirring occasionally. Stir in lentils, spinach, 1/2 teaspoon salt, and 1/4 teaspoon pepper; cook 5 minutes or until spinach wilts, stirring occasionally. Stir in 1 tablespoon lemon juice and 2 tablespoons chopped parsley. Serve chicken over lentil mixture; drizzle with yogurt sauce.