Zucchini might wilt for different reasons or possibly a combination of reasons. It may be two or more things acting together.
Squash vine borer - These enter the vine within a few feet of the base and feed inside the vine, disrupting the distribution of nutrients and water. Look for an entry hole with yellow stuff around.
Squash bug - The nymphs and adults suck juice from the plant, weakening it and can cause it to wilt and maybe eventually die. The eggs are copper colored and laid in rows. In theory, they are laid under the leaves but I've seen them on top of leaves and on the stem itself. The adults look a lot like a stink bug, brown or gray.
Nematodes - These cause knots to form on the roots, weakening the plant and causing stunted growth. You have to look at the roots to see if this is the problem. Since your plants are not stunted, I would not expect this to be the problem but I'll mention it anyway.
Bacterial Wilt - You can cut a stem and see if a thick ooze comes out.
In high heat it is not unusual for zucchini to wilt in the heat and recover overnight. Check soil moisture to see that it is getting enough water, but wilting may just happen even if the plant is well watered when it is hot.
When you harvest a zucchini (I use a sharp knife to carefully cut it off) you injury the plant and it loses moisture through the injury. I find zucchini and yellow squash to be pretty delicate and not like handling anyway.
What could be happening is that the plant loses moisture when you harvest in the heat and the plant wilts. It will recover when it cools off. The plant is healthy and you will continue to get a good harvest. It's not really a problem, just make sure it is not too dry. I'd consider this the most likely scenario since all your zucchini do it.
It is possible that you have one of the other problems and, when you take off a zucchini, it is enough to kick it into a wilt. The plant will still recover when it cools off for a while, but it could eventually die. I'd consider the wilting a sign to look for something else, but if it happens every year and your plants don't normally die from it and continue to produce, I would not be too concerned.