Put a baking sheet in the oven and preheat the oven to 375 degrees F. Lay the pie dough on a piece of parchment.
Slightly raise the edges and crimp. Stir together the mayonnaise and mustard in a small bowl, then spread the mixture over the crust.
Put the zucchini and thyme in a medium bowl. Sprinkle with salt and pepper and drizzle with extra-virgin olive oil; toss gently to combine. Arrange the slices over the mayonnaise mixture.
Carefully remove the hot pan from the oven.
Slide the parchment paper onto the pan and bake until crust is golden, and the zucchini is tender, 20 to 30 minutes.