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The tiny fruit at the base of

The tiny fruit at the base of the female blossom is what grows into the big fruit. If it's eaten after polliination, then the fruit will not mature. In terms of zucchini protection, it really depends on the pest. We doubt the issue is voles as they are usually springtime pests. If you are sure you have a rodent issue (versus beetles or slugs or other pest), it could be rabbits. See ways to deter rabbits here: http://www.almanac.com/content/rabbits