Zucchini Rolls Stuffed With Ricotta

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Ingredients

1 recipe sieved tomato sauce with basil
4 young, firm zucchini (6 to 8 ounces each)
extra virgin olive oil for brushing on baking sheets and zucchini
¾ pound (1½ cups) ricotta, placed in a sieve for 1 to 2 hours to drain excess liquid
¼ cup freshly grated parmigiano
1/8 teaspoon freshly grated nutmeg
1 egg yolk
salt and freshly milled black pepper