Preheat the oven to 375°F (190°C).
Cut off the ends of the zucchini and slice them lengthwise into thin, flat slices. Pat them dry with a paper towel and place them on the oiled and lined baking sheet in a single layer. Brush the slices with olive oil, and sprinkle with salt and pepper.
Roast zucchini slices in the oven for 10 minutes, until soft. Then take them out of the oven and let them rest.
For the tomato sauce, in a small saucepan, heat the crushed tomatoes, olive oil, salt, black pepper, and dry oregano over medium heat until the sauce is warm. Set aside.
For the cheese filling, in a medium bowl, mix the ricotta cheese, grated Parmesan and Mozzarella cheese, minced garlic, chopped cilantro, dry oregano, salt, and pepper until well combined.
Spread 1 teaspoon of the cheese mixture onto each zucchini slice, then roll up tightly.
Pour the tomato sauce into a baking dish, then place the zucchini rolls seam-side down in the dish and spread some more tomato sauce over them. Sprinkle zucchini rolls with grated Cheddar cheese.
Bake the zucchini rolls in the oven for 10 minutes so the cheese is lightly golden on top.
Remove the zucchini rolls from the oven and let them cool for a few minutes before serving. Enjoy!