Preheat oven to 400 degrees F. Mist a casserole dish with non-stick cooking spray; set aside.
Melt butter in a large skillet over medium heat. Once hot and bubbly, add sliced onion and sprinkle with salt, pepper, sugar, thyme, and Worcestershire sauce. Stir and cook for 2-3 minutes. Add ½ cup beef broth, stir, and cook until onions are golden brown about 20 minutes, stirring just a few times and adding additional beef broth, if needed.
In a large bowl combine zucchini noodles and onion mixture; transfer to the prepared casserole dish and top with cheese.
Bake for 20 to 25 minutes or until golden brown. Remove from oven and allow to cool for 2-3 minutes before serving.