Melt butter in a saucepan and add onion. Stir and add zucchini, curry powder and chicken stock. Cook until zucchini is tender, stirring occasionally to prevent from sticking to the pan.
Blend mixture in blender, force through a strainer and reserve.
Melt butter in a saucepan and stir in flour. Gradually add milk while stirring to prevent lumps.
Bring to a boil and stir until mixture thickens slightly. Season with salt, pepper and nutmeg.
Add zucchini mixture to béchamel sauce and mix well. Add grated parmesan cheese to taste and correct seasoning.