Preheat a grill pan over medium heat with some olive oil.
Slice the zucchini into 1-2 mm thin slices preferably using a mandolin.
When the grill pan is really hot fry the zucchini for 1-2 minutes on each side. It should just get a bit warm and tender and grill marks start to form.
When the zucchini slices are ready put them on a cutting board.
Add about one tablespoon of ricotta on each slice, spreading it evenly on the zucchini slice. Top with black pepper according to taste (if using).
Put a slice of prosciutto on top of the zucchini slice.
Add a few arugula leafs at one end of the zucchini.
Roll together starting where the arugula is.
Repeat with the rest of the slices.