In a medium bowl, combine the ricotta, shredded cheese, egg, herbs, and nutmeg. Season with salt and pepper if desired.
Gently wash the zucchini blossoms in cool water and carefully remove the hard pistil from the center of each flower.
Place on a tea towel to dry.
Preheat oven to 400°F.
Lightly oil a baking sheet or line it with parchment paper.
Gently open the zucchini blossoms and stuff with the ricotta mixture, about 1-2 teaspoons, depending on the size of the flower. Do not overfill. The flowers should be full but not bulging. No filling should show once you wrap the petals back around the stuffing.
Lay stuffed zucchini flowers on the prepared sheet pan and drizzle or lightly spray with olive oil.
Bake for 15-20 minutes or until golden brown.
Serve warm.