Preheat oven to 425°F (~220°C). Add a tsp of water to an oven-proof dish. Slice zucchini lengthwise in half and scoop out the flesh leaving about 1/4 inch on zucchini (see picture 2). Finely chop scooped-out zucchini flesh. Sprinkle hollowed-out zucchini halves with a pinch of salt, pinch of ground cumin, and a pinch of cayenne pepper. Arrange zucchini halves on the baking dish and partially cover with an oven-proof lid or with an aluminum foil. Bake for 20 minutes. You should be able to insert a fork or toothpick easily in the baked zucchini.
Soak lentils for at least 3 hours or overnight. If in a hurry, soak for 1 hour in boiling-hot water. In a small pan, add soaked lentils with a cup of veggie broth (or water) and 1/4 tsp salt and bring it to a boil over medium-high heat. Reduce heat to medium-low to let it simmer till lentils are soft (and hold shape) but not mushy. If there is any foam, skim it promptly with a spoon. Drain lentils to take out any leftover liquid.
While lentils cook on stovetop and zucchini roasts in oven, cut onions and prep ginger and garlic, mince jalapeño peppers, cut cherry tomatoes, and finely chop cilantro. (about 10 Minutes)
Next add one tsp oil to a heavy-bottom, wide-mouth pan. Add onions and 1/4 tsp salt, cook for a minute. Then add garlic and ginger and cook for another minute. If mixture starts to stick to the bottom of the pan, add a tsp or two of water. Add finely chopped jalapeño, cayenne pepper, chopped zucchini flesh, and remaining 1/4 tsp salt and cook over medium heat, stirring often, for 7-10 minutes, until zucchini is soft and cooked through.
Add cooked (drained) lentils to the mixture and stir a few times, making sure not to over mix lentils. In the last 2 minutes of cooking add halved cherry tomatoes and finely chopped cilantro. After taking the pot off the stove, add freshly squeezed lemon juice and mix. Add the lentil mixture in baked zucchini halves.