Prep the veg - Destem and finely chop the zucchini. Peel and chop the onions. Destem, deseed, and dice the red and green peppers. Destem the jalapeño and mince it, seeds and all, then set it aside.
Sweat the veg - In a large stainless steel bowl, combine the chopped zucchini, onion and red and green peppers, and ⅓ cup canning salt. Cover and let stand in a cool place for at least 12 hours, or overnight. Transfer to a colander, rinse with cool water, and drain thoroughly. Squeeze out as much liquid as you can.
MAKE THE RELISH
Sterilize your jars - Fill your water bath, and add the empty jars. Boil for 10 minutes to sterilize. Add your tongs, ladle and funnel to the boiling water to sterilize as well.
Prep the relish - In a large stainless steel saucepan, combine the drained zucchini and peppers, sugar, vinegar, nutmeg, turmeric, and horseradish. Bring to a boil over medium heat, stirring occasionally. Reduce heat and simmer, stirring frequently, until the relish is the texture of thin commercial relish, about 45 minutes.
Fill the jars - Pull the jars out of the water bath and ladle relish into each jar, leaving ½-inch headspace. Remove air bubbles, wipe the rim, and close the jars.
Process in the water bath - Return the jars to the water bath, ensuring that they're submerged and covered by at least an inch of water. Bring to a boil and process for 25 minutes. Move off the heat and let the jars rest for 5 minutes before removing them from the water. Cool, label, and store.