Start by heating your oven to 350 degrees and thinly cutting the zucchini into round slices.
Take half of the zucchini and place it in a bowl with the olive oil. Dust with salt and pepper and stir to coat the zucchini.
Butter an 8-inch pie pan and then arrange the olive oil coated zucchini slices in a layer covering the bottom and sides of the pie pan. Place in the oven to bake for 20 minutes.
Once the 20 minutes are up, remove the zucchini crust from the oven. Arrange a layer of mushrooms on top of the zucchini crust, and then place a layer of sliced zucchini on top of the mushrooms. Whisk the eggs, cream, milk, and a bit of salt and pepper together. Whisk rapidly for a solid 2 minutes until the eggs are frothy - this makes the quiche really light. Pour the egg mixture into the crust and top with the cheese.
Bake the quiche for 30-35 minutes, or until the center of the quiche sets.