Lightly brush 1 tablespoon of the oil on the cut sides of rolls and the cut sides of lemon halves; set aside. In a small bowl combine the remaining 1 tablespoon oil and the vinegar. Brush zucchini and onion slices with some of the oil-vinegar mixture; sprinkle with salt and pepper.
For a charcoal grill, place vegetables and lemon on the rack of an uncovered grill directly over medium-hot coals. Grill for 4 to 6 minutes or until tender, turning once halfway through grilling. Add rolls, cut sides down, during last 3 minutes of grilling. (For a gas grill, preheat grill. Reduce heat to medium-high. Place vegetables and lemon on grill rack over heat. Cover; grill as above. Add rolls, cut sides down, during last 3 minutes of grilling.)
Arrange vegetables on roll bottoms. Top with feta cheese and, if desired, mint. Drizzle with remaining oil-vinegar mixture. Squeeze juice from lemon over all. Add roll tops.