Heat oven to the high broil setting. Set an oven rack 3 to 4 inches below the broiler.
In a medium bowl, toss the sliced squash with the oil, rosemary, salt, nutmeg, and pepper. Lay the squash in a single layer on a wire rack set inside a foil-lined half-sheet pan. Broil until the squash is golden brown on 1 side, 8 to 10 minutes.
Whisk the eggs, ricotta, and Parmesan together in a medium mixing bowl. Put the squash in a 10-inch nonstick, oven-safe saute pan set over medium heat. Pour the egg mixture into the pan and stir with a silicone spatula to make sure egg gets under the squash. Cook, without stirring, until the egg mixture has set on the bottom and begins to set on top, 4 to 5 minutes. Put the pan under the broiler until lightly browned and puffy, 3 to 4 minutes. Loosen the frittata from the pan by moving a rubber spatula around the edges. Slide the frittata onto a plate or other serving dish, and cut into 6 servings. Serve warm or at room temperature.