The best way to get crispy vegetables (like zucchini and yellow squash) is to cook them for a long time at a very low heat (225 degrees for about an hour and a half). By doing this, you're basically dehydrating them so that all the moisture is removed and they get very crispy. You need to eat them right away, though. They start to get rubbery after they've cooled. Cooking them at a high temp like you did is a roasting method, which browns the outside but doesn't result in through-and-through crispiness.
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