Preheat the oven to 400 degrees . In a large bowl, gently toss the bell pepper, zucchini, lemon zest and juice, EVOO, thyme, lemon slices and garlic; season with salt and pepper.
Place the beans on a large piece of aluminum foil or parchment. Put the fish on top of the beans, then top the fish with the bell pepper mixture. Fold the foil into a packet, crimping the edges tightly to seal.
Bake until the fish is flaky, about 25 minutes. Let rest 5 minutes before opening. Top with the yogurt and serve with the rice, if using.