Use 1/3 cup of the sauce to coat the bottom of two 8-inch by 2-inch oval ovenproof casserole dishes. Arrange half of the zucchini over the sauce (it’s fine if they overlap).
Spread another 1/3 cup of sauce over the zucchini.
Sprinkle some Pecorino on top, then scatter half of the mozzarella.
Repeat with the remaining zucchini, sauce, Pecorino, and mozzarella to make one more layer, making sure to end with the mozzarella.
Bake 30 minutes, until the zucchini is tender, sauce is bubbling, and cheese is golden. Serve hot, or at room temperature.