Make the risotto: In a large deep skillet (or wok), heat the olive oil over medium heat and add the onions. Saute until golden about 10 minutes. Add garlic and thyme leaves, saute 2 more minutes until fragrant.
Add the rice, saute 1 minute, stirring. Then add the cayenne and paprika; stir to combine. Add the white wine and cook, stirring, until reduced.
Meanwhile, blister the tomatoes: use a silicon-brush to coat your grill plate (or cast-iron skillet) with a little oil and heat the smooth side of the grill plate to medium-high heat for 2 minutes, then medium heat. Add tomatoes (whole) and sear, turning occasionally, until they burst and soften, about 7-8 minutes, reducing heat as necessary. Turn heat off.
Grill the zucchini parcels: heat the grill side of the grill plate (also coated with a little oil) over medium heat. Place the zucchini parcels on the grill plate and grill for 2 minutes on one side, then gently flip and reduce heat to medium-low. Continue to grill until lightly golden and cheese warmed.
Finish off the risotto: Stir in the butter and parmesan. Then add the tomatoes and stir, until well incorporated. Stir until well combined. Season generously with salt and pepper. Taste, adjust seasoning as needed.
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