If I am making baked ziti with zucchini and mushrooms, should I saute the veggies first?

I agree with Maryam. Less water = better ziti. They may also shrivel in size, allowing/enticing you to throw in more than you thought would initially be sufficient.

Definitely sauté the veggies, it will bring make it that much more flavorful and it will render its natural veggie juices.

Henry is 100%. Hot sauteeing- savory flavor.

Yes. Both mushrooms and zucchini (especially zucchini) will release water when cooked and make the ziti dish watery. It is best to cook them ahead of time to get out some of that water content. A little carmelization can't hurt either!

I would. A little carmelization from a quick saute in a smoking hit skillet will go far to raise your flavor profile. The mushrooms will benefit greatly, and taking some moisture out will vastly improve the finished baked pasta. Zucchini has a very high water content.

If they are sliced thinly, they don't really need to be sauteed ahead