Step-by-step cooking method Wash the courgette and remove the ends. Thinly slice the courgette, place in a bowl and cover with film to cook in the microwave for around 4 minutes. Spread the slices of courgette on kitchen paper and leave to dry a little. Season. Place half a slice of cheese and half a slice of cooked ham on top of each slice of courgette. Roll each one up to form a roll. Place all of the rolls in a mould and cook in the fryer. Add the grated cheese on top and leave to melt before serving.