If frozen, defrost phyllo.
Grate the zucchinis with a hand grater and add to a strainer. Add a bit of salt and massage the zucchinis. Let them sit for 15-30 min and then squeeze out the water.
Add the Greek yogurt, feta cheese, eggs, and season with salt and pepper to a mixing bowl.
Preheat oven to 350F / 180C.
Grease round pan with oil. Place a sheet of phyllo in the pan and grease well also. Repeat until you have 5 layers. Add the filling and spread evenly with a spoon.
Overlap the excess phyllo that hangs out of the pan on top to cover the filling. Make sure you grease each phyllo well with olive oil. Prick the pie a few times with a knife and bake for approximately 30-45 minutes until the pastry is golden brownish. Cool slightly before serving.