Heat olive oil in a skillet over medium heat.
Chop onion; add to hot oil and sauté until lightly browned.
Mince garlic; add to onion, along with curry powder, cinnamon, paprika, bay leaf, freshly grated ginger, sugar, and salt. Continue cooking for 2 minutes, stirring frequently.
Cut chicken into bite-size pieces; add to skillet, along with tomato paste, yogurt, and coconut milk.
Bring mixture to a boil, reduce heat, and simmer for 20 to 25 minutes.
Meanwhile, slice or dice zucchini; add to skillet during the last 5 minutes of cooking (or serve on the side if preferred).
Remove bay leaf. Juice the lemon half, add to skillet, and stir. Simmer 5 more minutes.
Serve chicken curry wrapped in Naan bread with orange wedges on the side.