Slice zucchini into 1/4 inch thick slices lengthwise. A mandolin works best for this but you could always use a good old knife. Discard the two outer slices that are mainly skin.
Place the remaining slices on a baking sheet brush with olive oil on both sides, you should have around 15 slices. Lightly sprinkle one side with salt to taste. You just need a little, or none at all if you prefer.
Place slices directly on a grill that has been preheated to medium. Grill the slices until grill makes show on both sides and the zucchini is tender. This could take 3-4 minutes per side.
Remove the slices from the grill and place on the baking sheet. Allow to cool.
Once cooled, place 1/2 Tbsp of the cheese spread at one end of each zucchini slice. Roll the slice up beginning with the end where the cheese spread is and secure with a toothpick. Serve immediately or refrigerate until ready to serve. These can be made up to a day in advance.
around 15 rolls.