Slice the zucchini and yellow squash to between 1/4 and 1/8 inch thick. Slice the potato into paper thin slices. Place all the sliced vegetables into a bowl and toss to mix them up.
Place a single layer of mixed vegetables in the bottom of a 2 quart baking dish. Sprinkle with salt and pepper. Sprinkle on 1/3 of the cheese.
Repeat the layers twice more and pour the heavy cream over the top.