Heat oven to 356°F (180 °C). Prepare baking dish, 8.5″ (22 cm) x 12″ (30 cm), covered with buttered baking paper, with small border all around.
Boil the carrots briefly. Dice them finely. Grate the zucchini coarsely.
Pour mixture into the form, smooth it out. Bake at 356°F (180 °C) about 25-30 min.
Take out of oven, place on cooking grid. Don't remove the baking paper, it will come in handy when rolling up the roll.
Stir the cream cheese until smooth in a bowl. Add chopped dill, salt to taste.
Smear the roll with the cream cheese and place the ham slices. Use the paper to wrap into a roll.
Wrap with foil, twist the ends so they look like a bonbon wrapper. Leave in the fridge for 2 hours. Cut into slices.