In a large sauté pan over medium heat, heat 2 tablespoons olive oil. Add the zucchini and cook until tender, flipping at least once. When tender, remove the zucchini from the pan. Add more olive oil to the pan if needed and sauté onion until translucent, about 2 minutes. Add mushrooms to the onions and sauté until tender. Drain any excess water from pan and then add diced tomatoes, tomato paste, garlic, oregano, basil and water. Bring to a boil, then reduce to a simmer. Let the mixture simmer until the water has evaporated and mixture is thickened. Season with salt and pepper, and remove from heat.
In a large bowl, combine egg, ricotta cheese, mozzarella, and Parmesan. Mix together.
In a 1 ½ quart baking dish (or 6-ounce individual ramekins) layer the marinara sauce, zucchini noodles, and cheese mixture (in that order). Repeat once, and then finish with a layer of marinara sauce and finish with the asiago cheese. Cover your dish (or dishes) with aluminum foil and bake in a 375 degree F oven for 30 minutes or until lasagna is bubbling. Remove aluminum foil and cook 10 more minutes until the cheese on top is melted and golden brown. Let stand 10 minutes before serving.