Preheat broiler. Trim ends off zucchini. Cut zucchini lengthwise into 1/4-inch-thick slices. Lightly coat both sides of zucchini slices with cooking spray; place in a single layer on a wire rack set on a large baking sheet. Broil about 6 inches from the heat for 12 to 14 minutes or until lightly browned, turning once halfway through broiling.
For sauce, in a large skillet cook ground beef, mushrooms, and garlic over medium-high heat until meat is brown, using a wooden spoon to break up meat as it cooks. Drain off fat. Stir in pasta sauce, tomato sauce, basil, oregano, and fennel seeds. In a small bowl combine egg and ricotta cheese.
To assemble lasagna, spread 1 cup of the sauce in the bottom of an ungreased 13x9x2-inch baking pan. Top with enough of the zucchini slices to cover sauce. Carefully spread half of the ricotta mixture over zucchini in pan; sprinkle with 3/4 cup of the mozzarella cheese. Spread half of the remaining sauce over layers in pan. Top with the remaining zucchini, the remaining ricotta mixture, 3/4 cup of the mozzarella cheese, and the remaining sauce. (To serve today, omit Step 4. Continue as directed in Step 5.)
Cover baking dish with plastic wrap, then with foil. Chill for 2 to 24 hours. To serve, let stand at room temperature for 30 minutes.
Preheat oven to 375 degrees F. Remove plastic wrap; re-cover with foil. Bake for 20 minutes. Sprinkle with the remaining 1/2 cup mozzarella cheese. Bake, uncovered, for 10 to 15 minutes more or until lasagna is heated through and cheese is melted. Let stand for 10 minutes before serving.