Spring Shells And Cheese

Name: Spring Shells And Cheese
Ingredients: 2 pounds medium zucchini; Kosher salt; 1 stick unsalted butter; 1/4 cup all-purpose flour; 1/2 teaspoon freshly grated nutmeg; Pinch of cayenne pepper; Freshly ground black pepper; 6 cups whole milk; 4 sprigs fresh thyme; 3 bay leaves; Grated zest of 1/2 lemon; 1 pound medium pasta shells; 4 shallots, minced; 2 large egg yolks, lightly beaten; 4 ounces parmesan cheese, grated (about 1 cup); 4 ounces gruyere cheese, grated (about 1 1/4 cups); 4 ounces baby spinach