Position oven rack in top of oven. Heat oven to 450 degrees F.

Meat Sauce: Brush baking sheet with 1 tablespoon of the olive oil. Arrange zucchini on baking sheet, overlapping where necessary. Brush zucchini with 2 tablespoons of the oil.

Roast in top of 450 degree F oven for 30 minutes or until tender and speckled brown. Remove from oven. Lower oven temperature to 375 degrees F.

Heat remaining tablespoon oil in large skillet over medium heat. Add onion; saute until soft, for about 5 minutes. Add garlic and oregano; saute 1 minute.

Add lamb to the skillet; cook over medium-high heat until meat is lightly browned, 5 to 7 minutes. Add tomatoes, breaking up with spoon. Add salt and pepper; simmer, covered, over low heat 15 minutes. Uncover; cook, stirring, over high heat until thickened, for about 10 minutes. Let mixture cool about 10 minutes. Stir in the eggs.

Lightly oil 13 x 9 x 2-inch glass baking dish. Sprinkle bread crumbs evenly over bottom of dish; shake dish to coat evenly.

Arrange half the zucchini slices in baking dish, without overlapping. Spoon in all the meat sauce, spreading evenly. Arrange remaining zucchini over meat sauce.

White Sauce: Heat oil and butter in medium-size saucepan over medium heat. Stir in flour; cook, stirring constantly, 1 to 2 minutes. Stir in 1 cup milk until well blended; cook briefly, stirring, until it just begins to thicken. Stir in remaining milk, 1 cup at a time. Add salt, pepper and nutmeg; simmer until thickened, about 1 minute. Remove from heat. Stir in Parmesan cheese. Whisk in eggs until smooth. Immediately pour over casserole.

Bake in center of 375 degree F oven for 45 minutes or until casserole is browned on top and bubbly around edge. Let stand at least 15 minutes before serving.