Preheat oven to 220°C. Cook zucchini for 4 minutes in a small saucepan of boiling, salted water, until softened. Drain well on paper towel. Combine zucchini with potato, parsley, fetta and capsicum in a medium-sized bowl. Season to taste.
Lightly oil four 11cm round pie dishes. Stack four filo sheets, brushing each sheet with melted butter. Halve sheets widthways. Repeat with four remaining sheets and butter. Place each stack in prepared dish, leaving excess pastry to hang over sides. Using scissors, trim pastry so it is 2cm wider than dish.
Spoon vegetable filling into pie dishes and cover with overhanging filo to create a top with a hole in its centre. Pinch pastry together and brush tops with butter. Bake for 15-20 minutes, until golden brown. Serve hot or at room temperature.