The trick to enjoying zucchini and squash is picking them before they get too big, a lesson I learned from helping my mother in our family garden. Small to medium zucchini are ideal for cooking and baking. Line a loaf pan with parchment paper. Place one-third of the zucchini and squash slices on the bottom of the loaf pan. Add three slices of prosciutto, each bunched together, to cover one-third of the ingredients in the loaf pan, followed by the grated cheese mixture.