Place zucchini, garlic cloves, sliced shallot, sprigs of fresh dill, black peppercorns and mustard seeds evenly between three pint-sized mason jars. If you like a little heat, feel free to add in some red pepper flakes. Set the mason jars aside while you make the brine.
In a medium saucepan, bring the cold water, white vinegar or apple cider vinegar, sugar and sea salt or kosher salt to a boil over medium-high heat. Remove from the heat and carefully pour the hot brine into the pint jars, leaving about 1/2 inch of headspace. Secure the lids and give each jar a good shake.
Before placing the zucchini pickles into the refrigerator, allow them to cool to room temperature on the kitchen counter. Once cooled down, refrigerate for 24 hours before eating. These zucchini pickles will last up to three weeks if kept in the refrigerator.