Spray a griddle pan or skillet with cooking spray. Slice zucchini into thin slices lengthwise; making enough for each sandwich to have at least 2 slices.
Cook zucchini in hot griddle for 2-3 minutes, flipping once during cook time. Remove from heat and set aside.
Slice rolls open, drizzle with olive oil, sprinkle with salt and pepper, and place onto hot griddle pan. Cook 1-2 minutes open, seasoned side down until they become toasted.
Fill each toasted roll with zucchini, a slice of tomato, and a slice of mozzarella.
Mix yogurt and pesto together and spread some onto each roll.
Close up the roll and slice in half. Serve with cubed watermelon on the side.