You can pre-salt the zucchini. Salt will help to pull the water out. use about 1/2 teaspoon of salt per one zucchini. Make sure not to rinse the zucchini afterwards since you're risking of adding some of that water back into the squash. Another thing you can do to make sure the zucchini doesn't get soggy is to bake the dish right after you added the sauce.