This recipe works well as an appetizer or as a veggie side dish.  The roll-ups are easy to make and require only a few ingredients.  They are easy to make if you are grilling other things for the meal as they take only a few minutes on the grill.  If serving as an appetizer, it may be helpful to put a toothpick through each one to make them easier to handle.

Grilled Zucchini and Goat Cheese Roll-Ups
(adapted from Fine Cooking, No. #51)
 
Yields 8 to 10 roll-ups.

3 oz. goat cheese, at room temperature (spreadable goat cheese is easier to work with)
¾ tsp. fresh thyme, chopped (or scant ½ tsp. dried thyme)
1 to 1 ½ tbsp. olive oil
salt
3 small zucchini
2 tbsp. freshly grated parmesan cheese

In a bowl, combine the goat cheese and thyme.  The original recipe also adds in 1 tbsp. chopped sundried tomatoes so you can also add these, if desired.

Trim the ends of the zucchini.  Square the zucchini on two opposite sides, cutting off as little as possible.  Cut the zucchini lengthwise into ¼-inch slices.  Brush both sides of each slice with plenty of olive oil and season with salt.  

Heat a gas grill to high.  Lay the slices of zucchini on the hot grate and grill, covered, until well browned and limp, 3 to 4 minutes
per side.

Spread 1 heaping tsp. of the filling thinly over one side of each grilled zucchini strip.  Roll up the zucchini slices (not too tightly; this is more like folding), and put them on a baking sheet lined with parchment or foil. 

Refrigerate if not using within an hour (you can assemble them several hours ahead, but bring back to room temperature before broiling).  Heat the oven broiler.  Sprinkle the rolls with a little grated Parmesan and brown under the broiler, about 1 minute.