Preheat oven to 350 degrees F. Spray a baking dish with cooking spray and spread a thin layer of marinara sauce evenly in the bottom. Set aside.
Spray a grill or indoor grill pan with cooking spray and grill the zucchini slices for about 3 minutes per side, or until soft enough to roll.
Meanwhile, prepare the filling. In a medium bowl, stir together ricotta, mozzarella, Parmesan, pesto, salt, and egg until completely combined.
Spread a heaping tablespoon of filling onto each slice of zucchini, then roll. Place seam-side down in the prepared baking dish.
Place an additional dollop of marinara sauce on top of each roll up.
Bake, uncovered, for about 15 minutes (or until ricotta filling is heated through and set). Garnish with additional Parmesan if desired.
Notes
Leftovers will store well in the fridge for a few days, they can even be eaten cold with salad and are really delicious. I wouldn't recommend freezing this because of the dairy. The texture changes when frozen and it can also split and curdle, not good.
Instead of grilling the zucchini you can also roast them in the oven just keep an eye on them that they don't burn as they cook fast.
The zucchini lasagna rolls can be made in advance, placed in the fridge then brought out and baked when you're ready to eat.
You can also top the lasagna rolls with extra mozzarella to make it extra cheesy.
You can use basil pesto or sun dried tomato pesto which will also work well.