Cut zucchini and peppers into thick slices. Add to a zip-lock bag with olive oil, Italian seasoning, garlic powder, salt, and pepper; toss to mix and coat.
Spray a skillet with cooking spray and heat over medium. Add veggies to the hot skillet and cook for 2 minutes on each side; remove from skillet.
Slice rolls in half and place open sides face-down in the skillet used for the veggies; cook until toasted.
Combine feta, cream cheese, and chopped basil. Spread onto each roll and then fill with veggies.