I thought these were aphids the other day and finally decided to do an image search. I clipped some leaves that had eggs and newly hatched larvae, threw that specific zucchini away, and squished a bunch more. I also used some dead bug brew.
Ah, welcome to the club. They are the worst. There are nopesticides I'm comfortable with that work. Nasturtiums don't help. I'm having some luck killing adults and crushing all the eggs, but there's always some that survived. You have to do that weekly at a minimum. The only time I had any real luck was by skipping a year. But they'll come back the year after you grow more squash.