Preheat oven to 450°F (230° C). Lightly grease a shallow baking dish; set aside.
Heat olive oil in a medium saucepan over medium heat, and stir in the zucchini, onion and garlic. Cook and stir for 5 minutes or until tender. Remove saucepan from heat and mix in tomatoes, basil, salt and pepper.
Arrange halibut steaks in a single layer in the prepared baking dish. Spoon equal amounts of the zucchini mixture over each steak. Top with the feta cheese.
Bake 15 minutes in the preheated oven, or until fish is easily flaked with a fork.