Slice the zucchini in half lengthwise and scrape out the seeds. Dice finely.
Heat the olive oil in a saucepan and fry onion until soft. Add zucchini and cook, stirring, 5 minutes until soft. Add stock and bring to a simmer, then simmer 20 minutes covered.
Puree the soup and let cool to lukewarm. Stir in yoghurt and season with salt, pepper and optional lemon juice. Stir in the dill and chill at least 4 hours in the refrigerator. Serve cold.