Preheat oven to 350°F. Grease your baking dish with butter or olive oil.
Wash the zucchini and slice it lengthwise into thin slices using a vegetable peeler. Peel and finely chop the onion and garlic.
Heat olive oil in a pan and sauté the onion and garlic.
Add the diced tomatoes and simmer briefly. Then add the lentils, tomato paste, oregano, and paprika. Season with salt and pepper. Simmer the sauce for 5 minutes.
Meanwhile, in a bowl, combine cream cheese with heavy cream, nutmeg, salt, pepper, and ½ cup of the shredded cheddar cheese.
Pour a thin layer of tomato sauce into the baking dish, cover with zucchini slices, and a layer of cream cheese mixture. Then add more sauce, zucchini, and cream cheese mixture. Continue until all the tomato sauce is used up, finishing with a layer of the cream cheese mixture. Sprinkle with remaining cheese and bake for 30 minutes.
