If it is hard to peel leave it on. Just take it off when it is soft and cooked if you don't want to eat it. Peel does get tough on older squash like marrows.
I remember when 'peppers' first hit the corner shop in our village.
One chap came back with the one he bought in pieces complaing that he peeled it and it was hollow inside.
We Brits hate anything on the plate we can not eat simply with a knife and fork, probably because we feel we have to clear our plates but in other countries they leave in things like meat bones and fish shells, bay leaves, cloves and other flavourings, putting them aside even spitting out whist eating (very bad manners to us, like using the fingers)
I always tell the group that the meal will be on the table in 10 minutes, tell them they may want to use their fingers, and ask if they want to go and wash their hands first. That plants the seed of consent that if they want to use their fingers they can. Even a bread roll is finger food after all.