Mix sherry, vinegar, oil, mustard, salt and pepper into a dressing. Wash the raisins with hot water, crumble the cheese and cut the olives into slices. Mix everything with the dressing.
Clean, wash, dry, quarter and slice the zucchini. Lay out in a plate with the leaves of a Lollo Rosso. Spread the zucchini slices on top and pour the dressing over them. Serve garnished with oregano leaves.