Preheat the oven to 400°F (200°C). Line a rimmed baking sheet with parchment paper and brush lightly with olive oil.
Slice the zucchini lengthwise into 1/8-inch thick slices and arrange in a single layer on the prepared sheet. Season with salt and pepper and bake 10–12 minutes until softened.
Transfer baked zucchini to paper towels to absorb excess moisture; set aside.
Heat 2 tablespoons olive oil in a large skillet over medium-high heat. Add minced onion and garlic, cook 1 minute, stirring.
Add ground beef, break it up with a wooden spoon, and cook until no longer pink. Drain excess fat, leaving about 2 tablespoons in the pan.
Stir in diced green bell pepper, diced tomatoes, and paprika. Reduce heat to low and simmer about 20 minutes. Season with salt to taste.
Transfer the beef mixture to a large bowl. Add ricotta, 1 cup shredded mozzarella (for filling), grated Parmesan, and the egg; stir until well combined.
Lightly grease a 10-inch ovenproof pan or cast-iron skillet with olive oil. Spread 1 cup marinara sauce evenly across the bottom.
Spoon a little marinara onto each zucchini slice, then spread about 1 tablespoon of the beef-ricotta mixture along one end and roll up tightly. Place each roll seam-side down in the prepared pan.
Once all rolls are in the pan, pour the remaining marinara (about 1/2 cup) over them if desired and sprinkle the remaining 1 cup shredded mozzarella on top.
Cover the pan with foil and bake at 400°F for 30 minutes, uncovering for the last 5 minutes to allow the cheese to brown slightly.
Remove from oven and garnish with chopped fresh parsley before serving.