Prepare the Filling: In a pot over medium heat, melt the butter and sauté chopped zucchini or chayote, sweetener, lemon juice, cinnamon, nutmeg, and a pinch of salt. Cook for about 10–15 minutes until soft and apple-like. Stir in the vanilla extract and remove from heat.
Make the Crust Dough: Combine almond flour, coconut flour, sweetener, and salt in a mixing bowl. Stir in melted butter, egg, and vanilla. Mix until a dough forms.
Form the Bottom Crust: Press two-thirds of the dough into a greased 9-inch pie pan, making sure to spread it evenly across the bottom and up the sides.
Add the Filling: Scoop the cooled "apple" mixture into the crust to cover evenly.
Create the Top Crust: Patch pie with remaining dough or roll it out between 2 pieces of parchment paper cut into strips or other shapes. Place over the filling.
Bake the Pie: Bake in a 350°F (175°C) oven for 35 to 40 minutes, or until the crust is golden brown.
Cool & Serve: To help it firm up, let the pie rest for 30 minutes before slicing. Serve warm or chilled.