Preheat the oven to 350F and line a standard (9-inch by 5-inch) loaf pan with parchment paper. (If you're making muffins, line a standard muffin tin with 12 baking cups.)
In a large bowl, combine the coconut flour, eggs, maple syrup, oil, vanilla, cinnamon, nutmeg, and baking soda and use a whisk to stir well, breaking up any lumps as you go. The batter will most likely be thicker than the cake-like-batter you've come to expect when making quick breads. Stir in the shredded zucchini then scoop the batter into the loaf pan, smoothing the top with a spatula. (Or divide the batter into the 12 lined muffin cups.)
Bake the loaf at 350F for 45 to 50 minutes, until the top is golden and firm. If baking muffins, bake them at 350F for 25 to 30 minutes. Cool in the pan for 15 minutes, then transfer to a wire rack to cool completely. Because this bread is very moist, I recommend storing it in the fridge for best shelf life. It should keep in an airtight container for up to a week-- if you don't eat it all before then!