Preheat the oven to 375°F (190°C).
Slice the zucchini lengthwise into 1/4-inch planks using a mandolin or a sharp knife.
Arrange the zucchini on a baking sheet, brush or drizzle both sides with the olive oil, then sprinkle evenly with 2 teaspoons salt, 1/2 teaspoon black pepper, and 1 teaspoon dried oregano.
Roast the zucchini for 20–25 minutes, until slightly softened and beginning to brown; remove from oven.
In a mixing bowl, combine the cottage cheese, grated Parmesan, shredded mozzarella, and the large egg until evenly mixed.
Spoon about 1 inch of marinara into the bottom of a casserole pan to coat the base.
Layer half of the roasted zucchini over the sauce, spread half of the cheese mixture over the zucchini, then add another layer of sauce. Repeat with the remaining zucchini and cheese mixture, finishing with cheese on top.
Cover the casserole with foil and bake for 30 minutes, until heated through and the cheese is melted.
Remove the foil and bake an additional 3–5 minutes to brown the top slightly, then let the lasagna rest for 5–10 minutes before serving.