Even though this dish uses only zucchini, my grandmother called it Verdure al Forno, which means “vegetables in the oven.” (So it should really be called Zucchine al Forno, but there was absolutely no way anybody would tell that to my grandmother.) You could substitute eggplant, summer squash, potatoes, or even cauliflower for the zucchini, and make this your very own Verdure al Forno.
Preheat the Oven to 350 degrees F. Line a baking sheet with foil. Coat the bottom of an 8-inch square baking dish with the oil. Arrange enough of the zucchini slices over the bottom of the dish in a single layer to cover. Sprinkle with one third of the salt and pepper. Pour ⅓ cup of the heavy cream over the zucchini and sprinkle with ⅓ cup each of mozzarella cheese and fontina cheese.
Sprinkle with 2 tablespoons of Pecorino Romano cheese, then with ⅓ cup of bread crumbs. Repeat layering the ingredients two more times. (The vegetables can be assembled 8 hours ahead. Cover and refrigerate. Bring to room temperature before proceeding.) Place the baking dish on the baking sheet and bake uncovered until golden brown on top and the sauce bubbles, about 40 minutes. Serve immediately.