For the sauce:
Thinly slice the zucchinis and carrots, then put in a pot with boiling water for 15 seconds and strain well. Season with salt and pepper. Set aside.
Heat olive oil in a pot and add scallions, finely sliced. Season with salt, pepper and oregano, then add cream and grated or diced cheese of all 4 types and stir well until it dissolves. Turn off the heat and add blueberries.
Make small rolls with the thin zucchini slices (can be only zucchini or you may also add a carrot slice in the middle) and set aside.
Make a base by pouring half of the sauce into an oven dish, and place the rolls standing up, fitting snugly. Cover the rest with the remaining sauce.
Bake at 360°F to 390°F in a preheated oven for 20 minutes or until it is brown.