Split rolls; halve and seed lemon. Lightly brush 1 tablespoon of the oil on cut sides of rolls and lemon halves; set aside. In small bowl combine remaining oil and the vinegar. Cut zucchini lengthwise in 1/4-inch-thick slices. Cut onion in 1/4-inch slices. Brush both with some of the oil-vinegar mixture; sprinkle salt and pepper.
For charcoal grill, cook vegetables and lemon on uncovered rack directly over medium-hot coals for 2 to 3 minutes on each side or until tender. Add rolls, cut sides down, during last 3 minutes of grilling. (For gas grill, heat. Reduce heat to medium-hot. Grill as above.)
Serve vegetables on rolls. Top with feta and mint. Drizzle remaining oil-vinegar. Squeeze juice from lemon. Makes 4 servings.