Cut off the ends of the zucchinis. With a potato peeler (a Y-peeler is best), peel the zucchinis lengthwise. The first 4-5 strips will be too thin to use in the roll ups, but after that you will get wider strips. Place each strip in a single layer on a paper towel. Cover with another paper towel and add more strips. Pat down with your hand to soak up any moisture.
Lay 3 strips down, side by side, but overlapping. Spread a layer of cream cheese on the length of the strips. Roll up the strips and place each roll-up into a 9x9-inch baking dish that has been sprayed with cooking spray. You should be able to fit 12 rolls.
Pour about 2 cups of sauce over the rolls-ups. Layer on the cheese, then finish with the rest of the sauce.
Bake in the oven for 20 minutes.
Let cool about 10 minutes, then top with fresh basil and optionally Parmesan, and serve.