Yep I put it on before baking! You don’t have to refrigerate before baking, it just helps the flavors come together in the sauce more if you give it an hour or two and you don’t want to leave mayonnaise at room temp for that long. It’s perfectly okay to mix the sauce then immediately bake them. They form little open faced sandwiches that go bread > sauce > tomato > zucchini> mozzarella so the sauce doesn’t have much exposure to the air anyway and has the tomato juices to help keep it from drying out