In a large resealable plastic bag, combine the zucchini, pepper, onion and salad dressing. Seal bag and turn to coat; refrigerate for at least 1 hour. Drain and discard marinade.
Brush cut sides of bread with oil; set aside. Place vegetables on grill rack. Grill, covered, over medium heat for 4-5 minutes on each side or until crisp-tender. Remove and keep warm. Grill bread, oil side down, over medium heat for 30-60 seconds or until toasted.
In a small bowl, combine the mayonnaise, lemon juice, peel and garlic. Spread over bread bottom; sprinkle with cheese. Top with vegetables and remaining bread. Cut into four slices. Yield: 4 servings.