1. Preheat oven to 425 degrees. Brush two rimmed baking sheets with oil. Divide zucchini between sheets; arrange in a single layer, turning once to coat. Season with salt and pepper; roast until softened, 15 minutes.

2. Meanwhile, in a large skillet, heat oil over medium-high. Add onion and cook until softened, 8 minutes. Add garlic and cook until fragrant, 30 seconds. Add lamb and cook, breaking up meat with a spoon, until browned, 6 minutes. With a slotted spoon, transfer lamb to paper towels to drain and pour off fat from skillet. Return lamb to skillet; add tomato paste, tomatoes, and oregano. Stir to combine. Cook until tomato liquid is almost evaporated, 10 minutes. Season with salt and pepper.

3. Reduce oven to 400 degrees. Spoon half the lamb mixture into an 8-inch square baking dish. Top with half the zucchini slices, overlapping to fit. Repeat layering with remaining lamb mixture and zucchini. Spread ricotta over top; sprinkle with Parmesan. Bake until sauce is bubbling and cheese is browned in spots, 20 to 30 minutes. Let cool 10 minutes before serving.