Cook sausage in large skillet until no longer pink, stirring frequently. Drain. In 3 1/2 or 4-quart slow cooker, combine cooked sausage and all remaining ingredients except zucchini and cheese; stir gently to mix.
Cover; cook on Low setting for 7 to 9 hours.
About 30 minutes before serving, remove and discard bay leaf from soup. Gently stir in zucchini. Cover; cook an additional 30 minutes or until zucchini is tender.
To serve, ladle soup into individual bowls. Sprinkle with cheese.