Line a baking sheet with aluminum foil (dull side up) or parchment paper. Dip paper towel in coconut oil or grape seed oil and lightly coat foil if using foil.
Place the zucchini slices on the prepared baking sheet.
Top each slice with ½ tsp marinara sauce and 1 tsp mozzarella.
Mix cayenne pepper, salt and pepper in a small bowl and add a pinch to top each slice.