Preheat the oven to 350 degrees F. Lightly grease a 9-by-5-inch loaf pan with olive oil.
Combine the ketchup and mustard in a small bowl and set aside. Mix together the ground turkey, breadcrumbs, milk, cheese, turkey bacon, bread and egg white in a large bowl.
Heat the oil in a large nonstick skillet over medium-high heat. Add the mushrooms, onions, garlic and salt and cook, stirring occasionally, until the vegetables are very tender, 5 to 7 minutes. Stir in the zucchini until softened, about 3 minutes. Remove from the heat and let cool slightly.
Toss the vegetables and ground meat together gently to combine, and then stir in most of the ketchup and mustard. Shape the meatloaf into the pan and spread the remaining ketchup and mustard on top. Bake until an instant-read thermometer inserted into the center of the loaf registers 160 degrees F, 30 to 40 minutes. Let stand 10 minutes before slicing into 8 pieces.