In medium skillet, heat oil over medium-high heat until hot. Add zucchini and next 4 ingredients; sauté until tender.
Sprinkle both sides of steaks with pepper; set aside.
Coat a large, heavy skillet with cooking spray; place over high heat until hot. Add steaks, and cook 1 1/2 minutes on each side. Remove from skillet; set aside.
Place 1 sheet of phyllo on a towel (keep remaining phyllo covered); brush with melted butter. Fold phyllo in half lengthwise; place a steak 3-inches from the end. Spoon 2 Tbsp zucchini mixture on steak, and fold narrow end of phyllo over stuffing. Fold sides of pastry over steak, and roll up. Place a second sheet of phyllo on a towel; cut it into a 12-inch square, and brush with melted butter. Place wrapped steak, stuffing side up, in center of phyllo square. Bring ends to the middle, gently pressing together in center, and pull ends up and out to resemble a package. Brush each bundle with melted butter. Repeat with remaining steaks.
Bake at 400° F for 15 minutes for rare, 17 minutes for medium rare, or 20 minutes for medium.Servings: 4