Combine turkey, zucchini, cilantro, soy, and pepper. Divide turkey mixture into 4 equal portions, shaping each into a 1/4-inch-thick patty.
Heat a large nonstick skillet coated with cooking spray over medium-high heat. Add patties; cook 4 minutes. Turn patties over; cook 3 minutes or until done. Top each patty with cheese; cover and cook 1 minute or until cheese melts.
Spread 1 1/2 teaspoons mayonnaise mixture over cut side of each of 4 muffin halves. Top halves with patties, lettuce leaves, and muffin tops.