I have seen some aphids and also green worms on my zucchini. Someone suggested Spinosad and BT for the catterpillars.
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BT will only treat the caterpillars, but is a good control for them.
I am not all that familiar with Spinosad as it is relatively new, but from what I have read, it works much like neem oil. The plant absorbs it and when a bug eats the plant, it dies. I neem oil (which would be another option for you) works very well, so I imagine that Spinosad would be as effective.