Preheat oven to 350°. Line a broiler pan with foil and lightly spray the foil with nonstick spray.
Combine the bread and milk in a large bowl; let stand 10 minutes to soften. Heat the oil in a large nonstick skillet over medium-high heat. Add the mushrooms, onion, and 1/4 teaspoon salt; cook, stirring occasionally, until the vegetables are very tender, 5–7 minutes. Add the zucchini and cook, stirring until softened, about 3 minutes. Remove from the heat; let cool slightly.
Add the mushroom mixture, turkey, cheese, bacon, breadcrumbs, egg and remaining 3/4 teaspoon salt to the bread mixture. Toss gently to combine. In a small bowl, combine the ketchup and mustard. Stir 1/4 cup ketchup mixture into meat mixture. Shape into a loaf and place on the pan. Spread the remaining ketchup mixture over the loaf. Bake 40 minutes. Top with French fried onions. Bake until an instant-read thermometer inserted into the center of the loaf registers 160º, 10 – 15 minutes longer. Let stand 10 minutes before slicing. Cut into 12 slices.