Coat bottom of 9X13" baking dish with EVOO. Arrange zucchini slices on the bottom of the dish and season with salt and freshly ground black pepper. Okay if zucchini slices overlap.
Evenly pour 1/3 cup heavy cream and sprinkle with 1/3 cup mozzarella, 1/3 cup Fontina, and 2 tablespoons of Romano. Sprinkle with 1/3 cup of bread crumbs. Repeat layers.
My own variation: Giada dotted bread crumb topping with cold butter. I suggest: Melt 4 tablespoons butter and blend with last 1/3 cup of bread crumbs to sprinkle over top of gratine. I don't like plain dry bread crumb toppings and I think the top will brown and crisp up much better this way.
Line baking sheet with aluminum foil. Place gratine on top and place in oven. Bake for 40 minutes or until bubbling and top is golden brown.