By quickly broiling the zucchini first, you can ensure all the pieces will be evenly cooked once they get baked with the tomato sauce.
Preheat the oven broiler. Slice the zucchini on a sharp angle about 1/2-inch thick and place on a baking sheet lined with foil and nonstick cooking spray. Coat the zucchini with nonstick cooking spray and season with 1/4 teaspoon salt and 1/4 teaspoon pepper. Broil, flipping once, until just golden, 6 to 8 minutes. Reduce the oven temperature to 425ºF.
Meanwhile, heat the oil in a medium pot set over medium-high heat. Add the garlic and jalapeno and cook until softened, 2 to 3 minutes. Add the chili powder, cumin and tomatoes. Continue to cook until the tomatoes are soft and the sauce is thickened, about 10 minutes. Remove from the heat, lightly mash with a fork and season with salt and pepper.
Coat an 8-inch square baking dish with cooking spray. Place about 1/2 of the zucchini in the bottom of the dish and top with 1/2 of the tomato sauce. Repeat the layers and cover with foil. Bake until bubbly and hot, about 20 minutes. Remove the foil, sprinkle with the cheese and continue to bake until the cheese is melted and lightly browned, about 10 minutes. Let stand 10 minutes, sprinkle with the cilantro.