Toots, I have made moussaka with zucchini also, but most often I grill them on the BBQ first. I cheat a bit sometimes and have them pre grilled in the freezer. Same for eggplant to be used in Melanzane Parmigiano, but at the same time, I am lucky that our BBQ is situated right next to the kitchen and can be used all year round.
Your recipe is diferent than mine and I wil most definitely be trying it out!