Preheat oven to 375 degrees F.
Coat the bottom of a 9 by 13-inch baking dish with extra-virgin olive oil. Arrange zucchini slices on the bottom of the dish and season with salt and freshly ground black pepper. Evenly pour 1/3 cup of the heavy cream and sprinkle with 1/3 of a cup of mozzarella, 1/3 cup fontina and 2 tablespoons of the Romano. Sprinkle with 1/3 cup of the bread crumbs. Repeat layers, ending with the bread crumbs. Cut the 4 tablespoons of butter into 1/2-inch cubes and sprinkle over the top of the dish. Line a baking sheet with aluminum foil, place the baking dish on top and bake for 40 minutes until bubbling and the top is golden brown.