Light grill to medium-high heat.
Toss sliced zucchini with olive oil, herbs, lemon juice, garlic, salt, and pepper.
Place either directly on grill or in a grill pan.
If cooking directly on grill, grease lightly with cooking spray, then place zucchini vertically over grill grates.
Cook 3-4 minutes on each side, until there are char marks and zucchini is tender and cooked.
If cooking in grill pan, cook closer to 10 minutes, until zucchini is softened and cooked.
Remove from grill and top with feta.