Heat oil in a medium saucepan over medium heat, and saute onion until tender and lightly browned.
In a medium baking dish, mix onion, zucchini, garbanzo beans with liquid, tomatoes with liquid, wine, butter, garlic, basil, and bay leaf.
Cover, and bake in the preheated oven 30 minutes. Uncover, stir, and continue baking 30 minutes.
Stir heavy cream, Monterey Jack cheese, and Romano cheese into the vegetable mixture, and continue baking 10 minutes, until cheeses are melted and bubbly.