Welcome to the easiest concept known. Since the grill has arrived in my backyard, I've been cooking everything I possibly can on it.
So, when I make an entree on it, I tend to grill the veggies that I'm serving with dinner.
For the Zucchini:
3 large zucchini (or as much to serve your needs); cut lengthwise
good quality olive oil
sea salt, coarse
freshly ground black pepper
pinch of zest from a lemon
Drizzle olive oil over zucchini and liberally apply salt, pepper and zest. Grill over direct heat for about 5 minutes, turning once. Keep an eye on your zucchini and remove as soon as they are fork tender.