Preheat the oven to 375°F (190°C). Grease a baking dish with olive oil.
Prepare the Zucchini: Slice the zucchinis thinly, about ¼ inch thick. You can use a mandoline for even slices.
Layer the Ingredients: In the prepared baking dish, arrange a layer of zucchini slices. Sprinkle with a little salt, pepper, oregano, and basil. Add a layer of minced garlic, followed by a sprinkle of walnuts and a handful of mozzarella cheese. Repeat these layers until all the ingredients are used, finishing with a layer of zucchini topped with mozzarella and Parmesan cheese.
Bake: Drizzle the top with olive oil and cover the dish with foil. Bake in the preheated oven for about 25 minutes. Remove the foil and bake for an additional 15-20 minutes, or until the cheese is melted and bubbly, and the zucchini is tender.
Garnish and Serve: Let the bake rest for a few minutes before serving. Garnish with fresh basil or parsley if desired.