Heat the olive oil in a large skillet over medium-high heat. Add the zucchini and season with salt and pepper. Add the saffron. Cook, stirring frequently, for 3 to 4 minutes. Lower the heat and stir in the mascarpone, fresh mozzarella, and grated cheese.

Using a large pot, cook the pasta according to package instructions until it is al dente. Drain the pasta, but reserve about ¼ cup of the pasta water. Add the mascarpone mixture, along with the remaining butter, and toss to combine. Add the reserved pasta water slowly, as needed, to make the sauce a bit creamier.

Serve immediately.