Combine rice and ½ cup feta cheese in a bowl, press into a 10 inch quiche or pie plate coated with cooking spray.
Steam zucchini slices 5 minutes (just until slightly tender)
Press zucchini gently between paper towels until barely moist.
Combine zucchini and the remaining feta cheese, salt and pepper in a medium bowl, and arrange zucchini mixture evenly over rice.
Combine eggs and nutmeg, pour over zucchini mixture.
Bake, uncovered, 375° for 40 minutes.