Sprinkle the grated zucchini with salt and squeeze to release excess liquid. Mix the rest of meatball ingredients together in a large bowl, mix in the zucchini, then form into meatballs.
Heat a high-sided skillet over medium-high heat. Add olive oil to the pan and brown meatballs on all sides. Lower heat to medium-low and add sauce. Simmer for 20-25 minutes.
To make meatball subs: slice the baguette lengthwise on the top, not all the way through. Place meatballs in the bread and top with sauce and cheese. Broil for a few minutes until cheese is melted and golden brown. Garnish with parsley.