2) Slice the zucchini lengthwise into halves.
3) Scoop the pulp out and keep aside.
4) In a large bowl, mix together the pulp, mayonnaise, cheese, mushrooms, prosciutto, egg yolk, salt, pepper and oregano.
5) In a greased baking dish, layer the zucchini halves cut side up.
6) Stuff the zucchini with the prosciutto mixture.
7) Sprinkle the top with olive oil and bake for 30 minutes.
8) Serve the Zucchini Stuffed With Cream Sauce garnished with chopped parsley.