For cheese filling: Place ricotta, Parmigiano Reggiano, mozzarella, egg, black pepper, salt, cayenne, and parsley in a bowl, and stir together until combined; refrigerate until needed.

For Bolognese: Heat olive oil over medium-high heat in a large nonstick skillet, and add Italian turkey sausage, onions, and a pinch of salt. Cook, breaking up the sausage with a spatula, until browned and broken into small crumbles, 5 to 7 minutes.

Stir in marinara sauce, water, and cream and bring to a simmer. Reduce heat to medium-low and simmer, stirring occasionally, for at least 10 to 15 minutes. Sauce can be cooked longer, adding small amounts of water as needed to maintain consistency.

Transfer sauce into a 13x9-inch baking dish and set aside.

Preheat the oven to 400 degrees F (200 degrees C).

For zucchini rolls: trim ends of zucchini with a knife and then use a vegetable peeler to make lengthwise strips. For best results, use only the largest, widest center-cut pieces. You can also place two thinner pieces overlapped side-by-side. You will need to make a total of 30 zucchini rolls.

Lay out zucchini strips on a work surface. Spread each strip with about 2 rounded teaspoons of cheese mixture and roll up.

Place filled strips on top of sauce in the baking dish in a 5x6 pattern. Scatter grated Parmigiano Reggiano and grated mozzarella evenly over the top, and drizzle with olive oil.

Bake in the preheated oven until sauce is bubbling, and cheese has started to brown, 45 to 60 minutes. Let rest for 5 to 10 minutes before serving.