In a medium saucepan, combine the bulgur and water. Bring to a boil, cover, reduce heat to medium, and steam for 10 minutes. Remove the lid; stir and let sit for 10 minutes. Stir together yogurt, parsley, basil, mint, lemon juice, olive oil, garlic, black pepper and cayenne. Set aside. In a large bowl, combine the bulgur with the zucchini, mushrooms, celery, red pepper, green onions, and dressing. Refrigerate until ready. Garnish with the pine nuts and serve.