Heat the olive oil in a skillet over medium heat. Fry the zucchini in the oil until golden brown, 5 to 8 minutes on each side. Remove from heat and set aside.

Preheat oven to 375 degrees F (190 degrees C). Spray an 8-inch pizza pan with cooking spray.

Combine the flour, yeast, sugar, and salt in a bowl. Slowly stir in the vegetable oil and warm water. Knead the dough until well blended. On a floured surface, roll the dough out with a rolling pin to fit the prepared pizza pan. Roll the crust thin, and fold over the edges to form a rim. Spread the pizza sauce over the dough, and sprinkle the mozzarella cheese on top. Arrange the zucchini slices over the cheese.

Bake in the preheated oven until the cheese is melted and the crust is browned, about 15 minutes. Spoon dollops of mascarpone cheese over the pizza. The cheese will melt onto the pizza and spread naturally. Allow the pizza to cool for 5 to 10 minutes before slicing and serving.