Preheat oven to 400 degrees F. Drizzle olive oil into a large non-stick pan. Heat over medium heat and then add onion, garlic and shallot. Cook for ~3 minutes and then add in jar of red sauce and season with a little salt and pepper. Let this simmer while you continue to prep rest of the recipe.
Bring a large pot of water to boil and carefully add in lasagna noodles. Add a little salt into the water while it comes to a boil. Cook noodles until al dente and then drain. Line the noodles on a piece of wax paper. Be sure to spray the wax paper with PAM before laying noodles down so they don't stick!
While the noodles are cooking, prepare the cheese mixture in a medium sized bowl. Mix together ricotta, egg, Parmesan, mozzarella, spinach, salt and pepper. Set aside.
Using the potato peeler, peel zucchini slices to lay down on each lasagna noodle. Stop peeling when you hit the seeds. Then lay down ~1/4 cup of the cheese mixture onto each noodle and spread across noodle with clean hands. Then sprinkle some of the sliced mushrooms on top and a little of the red sauce that has been simmering. Top with extra mozzarella cheese and roll up each noodle jellyroll style.
In a 13x9 inch baking dish, spread more red sauce on bottom of pan and then neatly place each roll up in pan. Top with more red sauce and cheese. Cover with foil and bake in oven for 20-25 minutes, or until hot. Don't let foil stick to noodles!
Top with fresh parsley and enjoy warm.