Preheat grill to high heat.

Slice a strip lengthwise from the zucchini to expose the inside. Discard or reserve the strip.

Cut the 2 ends from the zucchini to make straight edges.

Cut the zucchini lengthwise into 1/2-inch strips.

If using a large zucchini, cut each strip in half crosswise.

Brush both sides of the zucchini pieces liberally with olive oil.

Season with kosher salt and freshly ground black pepper.

Lay the zucchini pieces on the grill at a 45-degree angle.

Cook until tender, about 3 minutes per side, moving for even browning.

Remove zucchini from the grill.

Set a wire cooling rack on top of a bowl.

Drape the zucchini pieces on the rack to cool.

Place goat cheese in a medium bowl.

Stir chopped olives into the goat cheese.

Spread a layer of the goat cheese mixture onto one side of each zucchini piece.

Gently roll each piece of zucchini.

Serve immediately or chill for later.