Preheat the oven to 400 degrees. Spray a 9 x 13 baking dish with cooking spray.
Slice the zucchini into 1/2 inch slices and then quarter each slice. Sprinkle with salt and place on paper towels for 10 minutes to remove some of the moisture.
In a large bowl whisk together the heavy cream and egg.
Add in the onion, garlic, salt, pepper, herbs, feta cheese, and 1/4 cup of breadcrumbs.
Stir in the zucchini then spread into the prepared baking dish.
Sprinkle the top with the remaining breadcrumbs.
Cover and bake for 25 minutes. Remove the foil and sprinkle the top with Parmesan or feta cheese. Bake for 5 more minutes uncovered.
Remove from oven and serve warm.