Preheat the oven to 450 degrees Fahrenheit. In a large mixing bowl, combine the leeks, fennel, zucchini, olive oil, salt and pepper. Pour out onto a large sheet pan and roast in the oven for 10 minutes.
Using a high-powered blender or food processor, make the gremolata. Combine all of the gremolata ingredients and pulse until a chunky paste forms. Spread the gremolata evenly over each salmon filet.
Keeping the oven at 450 degrees, remove the vegetables and place the salmon filets on top. Return the pan to the oven for an additional 12-15 minutes (until the salmon appears to be cooked through.)
Remove pan from oven and serve immediately.