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Preheat the broiler. Line a large baking tray with parchment paper.
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Trim and cut the zucchini into 1-inch/2 1/2-cm-wide X 3-inch / 7 1/2-cm long fingers.
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Toss in a mixing bowl with salt, pepper and 8 tablespoons olive oil. Strew the rosemary and garlic over the parchment paper on the baking tray and place the zucchini fingers in a single layer on top. Roast under the broiler, about six inches/15 cm from the heat source. The zucchini should take about 15 minutes to roast. Turn occasionally so that the pieces brown lightly on all sides.
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As the zucchini roasts, cut the orange and lemon in quarters lengthwise and then into triangular wedges about 1/8-inch thick. Toss in a bowl with remaining olive oil, salt, pepper, and sugar. Place on a baking tray lined with parchment and place on the rack under the zucchini.
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Continue to roast both. When the zucchini is done, remove and set aside, covered. Switch from the broiler to the oven and continue roasting the citrus slices for about 20 minutes total, or until lightly charred and caramelized. Remove.
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Toss the zucchini, citrus slices and basil all together. Serve warm.