Preheat the oven to 400 degrees F.
Slice the zucchinis lengthwise into 1/4-inch thick slices.
Toss the slices with olive oil, salt, and pepper, then arrange them on a baking sheet and bake for 10 minutes.

Meanwhile, prepare the filling by combining ricotta, parmesan, basil, garlic, salt, pepper, and egg in a bowl.
Mix until well blended.

Once the zucchini slices are slightly softened, spread a portion of the ricotta mixture onto each slice and carefully roll them up.
Spread a layer of tomato sauce on the bottom of an oven-safe baking dish, then place the zucchini rolls seam side down in the dish.
Spoon additional tomato sauce over the rolls, then sprinkle the shredded mozzarella on top.

Bake the dish at 400 degrees F for 8 to 10 minutes, or until the rolls are heated through and the cheese has melted.
Garnish with fresh basil before serving.