Preheat oven to 400 F. Grease a sheet pan with 1 Tbsp oil; set aside. Slice zucchini into 1/8-inch thick slices. Lay zucchini slices on prepared baking sheet & roast for 10-12 minutes. Remove from oven & cool for 5 minutes before handling. Leave oven on for baking casserole.
In a saucepan, crumble-fry sausage; remove & drain on paper towel. In a bowl, beat egg & combine with ricotta cheese, Parmesan cheese, 1/2 cup mozzarella cheese, salt & pepper.
In a 9 X 13-inch baking dish, spread some marinara sauce on the bottom. Assemble zucchini roll-ups by laying the zucchini strips on a flat work surface. Divide filling between strips & spread. Sprinkle each strip with a bit of mozzarella cheese. Roll up & place in casserole dish. Drizzle remaining sauce on rolls & sprinkle with remaining mozzarella cheese.
Bake, uncovered for 20-25 minutes or until cheese is melted & bubbly.