Preheat the oven to 400°F (200°C). Grease a baking sheet with the tablespoon of olive oil and set aside.
Slice each zucchini lengthwise into 1/8-inch thick strips. Arrange the slices in a single layer on the greased baking sheet.
Roast the zucchini slices in the preheated oven for 10–12 minutes until slightly softened. Remove and let cool about 5 minutes so they are easy to handle.
Meanwhile, in a mixing bowl combine the ricotta, grated Parmesan, 1/2 cup of the shredded mozzarella, the egg, and salt and pepper to taste. Stir until just combined.
Spoon a thin layer of marinara sauce across the bottom of a 9x13 casserole dish.
To assemble, lay a cooled zucchini strip flat, spread about 2 tablespoons of the ricotta mixture along one end, top with about 1 tablespoon marinara and a small sprinkle of mozzarella, then roll up tightly and place seam-side down in the casserole dish.
Repeat with remaining zucchini slices and filling, arranging the roll-ups snugly in the dish. Spoon any remaining marinara over the tops and sprinkle with the remaining mozzarella.
Bake uncovered at 400°F (200°C) for 20–25 minutes, until the cheese is melted and bubbly. Remove from oven and let rest a few minutes before serving.
