Place bulgur in large ceramic bowl, top with boiling water. Cover with lid or plate and let stand for 20 minutes.
Preheat the oven to 400° F.
Mix the zucchini with oil, paprika, salt, and pepper and spread onto a large non-stick baking tray. Bake for about 20 minutes, until soft and slightly browned.
Meanwhile, place all of the sauce ingredients into a medium skillet, stir, and bring to a simmer. Turn off the heat.
Add the baked zucchini to the cream-sauce and mix.
Divide the bulgur between 4 bowls and pour a generous amount of the sauce over each. Garnish with chopped herbs, and enjoy!