1. Heat oven to 350 degrees F. Grease and flour two 9 x 5-inch loaf pans or seven 5-3/4 x 3 x 2-inch foil loaf pans.
2. In a large bowl, beat eggs, sugar, oil and vanilla until smooth, about 3 minutes. Beat in the cream cheese.
3. In a large bowl, whisk flour, baking soda, baking powder, cinnamon, salt and nutmeg. On low speed, gradually beat into the egg mixture.
4. Fold in walnuts and zucchini. Evenly divide batter between the two prepared pans or the seven smaller pans. Bake at 350 degrees F for 60 minutes (for the large size) or 35 minutes (for the small loaves) or until a toothpick inserted in the center comes out clean.
5. Remove from oven and allow to cool in pan for 10 minutes on a wire rack. Turn out of pans and allow to cool completely.