Preheat the oven to 375°F (190°C).
Slice the zucchini lengthwise into ~1/4-inch planks using a mandolin or a sharp knife.
Arrange zucchini slices on a baking sheet, brush or drizzle both sides with the olive oil, and sprinkle with 2 tsp salt, 1/2 tsp black pepper, and 1 tsp dried oregano.
Roast the zucchini for 20–25 minutes until slightly tender and lightly browned; remove and set aside.
In a mixing bowl combine the cottage cheese, grated Parmesan, shredded mozzarella, and the egg until evenly mixed.
Spoon about 1 cup of marinara into the bottom of a 9x13-inch casserole pan to create the first layer.
Place half of the roasted zucchini slices over the sauce, then spread half of the cheese mixture over the zucchini.
Repeat with another layer of sauce, the remaining zucchini, and the remaining cheese mixture, finishing with cheese on top. Reserve any leftover marinara for later use.
Cover the pan with foil and bake for 30 minutes, until heated through and the filling is hot.
Remove the foil and bake an additional 3–5 minutes to brown the top slightly; then let the lasagna rest 5–10 minutes before serving.