Warm oil in a medium size skillet, add oil and mushrooms, cook until golden on both sides, about 4 minute on each side. Transfer to a plate, then add onion and sauté until transparent. Add garlic and sauté for about 1 minute. Stir in paprika and black pepper and mix with the onions and garlic. (add hot paprika if using)
Add the coloured peppers, tomato and vegetable stock. Season with salt and cover and simmer slowly for approximately 10-12 minutes, and then add zucchini halfway through, so last 5-7 minutes, stirring occasionally.
Combine yogurt and starch/flour in a small bowl and add some of the sauce from the skillet and mix well. Turn up the heat to a light boil, and using a wire whisk, slowly add the yogurt mixture to the skillet and whisk until all of the mixture is added and the sauce has a smooth consistency. Remove from heat. By adding some of the sauce to the yogurt mixture to help to prevent the sauce from separating.
Serve with rice, pasta, Hungarian homemade dumplings or on its own and garnishing with fresh parsley or dill.