Preheat oven to 400°. Oil a 12 x 7-inch oval baking dish.
Heat the oil in a heavy skillet and sauté the zucchini until softened and slightly browned on both sides, 5-8 minutes. Shake the pan and stir frequently. Remove the slices with a slotted spoon and arrange them in the prepared baking dish in an overlapping pattern. Season liberally with grinds of pepper and salt. Reserve the oil in the pan.
Combine the parsley, garlic and rosemary and sprinkle over the zucchini. Top with the cheese and drizzle over the reserved oil, adding a bit more if the top looks dry. (May be prepared an hour ahead to this point.)
Bake for 20 minutes.
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