To make the bechamel sauce: In a medium saucepan, melt butter over medium heat. Add the flour and stir with wooden spoon. Remove from heat and add the cold milk gradually while stirring, until smooth. Return to heat and continue stirring over medium heat until sauce comes to a boil and thickens. Season with nutmeg, salt and pepper to taste. Add some of the pecorino cheese and stir.
In a small bowl, combine ricotta, herbs, lemon zest and season with salt and pepper and half the pecorino or parmesan.
Preheat oven to 375 degrees F.
Using a 9 x 9 x 3 inches deep baking pan, layer lasagna by starting with a ladle of béchamel sauce to cover bottom. Add a layer of noodles (oven ready) and add a little more béchamel to cover. Cover with sliced zucchini, not overlapping, and some of the ricotta mixture. Repeat with all the layers as desired, ending with béchamel. For top, arrange reserved zucchini in a tight lattice pattern on a piece of parchment paper. Flip over onto top of lasagna, carefully to maintaining lattice pattern. Sprinkle with more grated pecorino, if desired. Drizzle with a bit of olive oil.
Bake lasagna at 375 in middle of oven, covered for 30 minutes - then uncover for approx 10-15 more minutes or until golden and pasta is cooked and top is golden.