Preheat oven to 450° F. Coat an 8-inch-square baking dish with cooking spray. Place bulgur in a small bowl and cover with hot water.
Heat oil in a small nonstick skillet over medium heat. Add onion and cook, stirring occasionally, until softened, about 4 minutes. Remove from the heat; stir in pine nuts.
Drain the bulgur, pressing on it to remove any liquid. Transfer to a large bowl and add turkey, zucchini, marjoram, cumin, salt, allspice and cayenne. Gently mix until combined. Pat half the mixture into the prepared baking dish. Top with the onion mixture, pressing it gently into the turkey layer. Cover with the rest of the turkey mixture, pressing gently into the onion layer. Cover with foil.e the kibbeh for 30 minutes. Remove the foil and continue baking until an instant-read thermometer inserted into the center registers 165° F, 10 to 15 minutes more.
To prepare yogurt sauce & serve: While the kibbeh is baking, combine yogurt, cucumber, tomato and pepper in a small bowl. Cover and chill until ready to serve. Cut the kibbeh into 6 squares and serve warm with the yogurt sauce.