Prepare outdoor grill with medium-hot coals, or heat gas grill to medium-hot, or heat oven broiler. Lightly coat grill rack or broiler-pan rack with nonstick cooking spray.
Sauté onion in oil in nonstick skillet over medium-low heat to soften, 4 minutes. Remove from heat.
Squeeze excess moisture from zucchini. Combine zucchini with cooked onion, mushrooms, bread crumbs, Italian seasoning, garlic, egg and pizza sauce in bowl. Stir in cheese. Shape into 6 equal patties.
Grill or broil about 4 inches from heat, turning once, 10 minutes or until instant-read thermometer inserted in centers registers 160 degrees F. Serve on whole-wheat roll lined with watercress. Top with thick slices of tomato. Makes 6 burgers.