In order to protect your courgettes, you first need to know what is eating them. If they are small seedlings, it's most likely slugs. You can use pellets, beer traps, gravel, copper rings/tape, nematodes, depending on how organic and how much you want to spend! I always start off my veg seeds in plant pots, outside, but out of reach of slugs, and all but the most determined snails. You could try raising some more seedlings in pots where slugs wont be able to get them, and then transplant them when they're a bit bigger, and not as palatable to slugs.
I wouldn't recommend just spraying with insecticide, it may harm bees and if it's slugs, you'd just be wasting your money. Best way is to go out at night with a torch, that's when the slugs will come out for their dinner.