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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.
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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.
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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.)
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Remove pan from oven and serve immediately.