Begin by slicing each zucchini lengthwise into two long boats, then use a spoon to scoop out the seeds, creating little hollowed-out vessels.
Brush the cut sides of the zucchini with olive oil to prevent sticking and help with charring. Sprinkle generously with salt and pepper for flavor.
Preheat your grill to medium-high heat, allowing it to become hot and smoky.
Place the zucchini boats directly onto the hot grill, flesh side down, and cook for about 3-4 minutes until they develop nice grill marks and start to soften.
Carefully flip the zucchini using tongs, and continue grilling for another 3-4 minutes, watching for the edges to char slightly and the flesh to become tender.
Remove the zucchini from the grill and let them cool slightly until they are safe to handle.
Scoop out a bit more flesh from each zucchini, leaving a border to hold the filling, and mix the scooped flesh with chopped herbs, crumbled feta, filling ingredients, and lemon juice to create a flavorful stuffing.
Fill each zucchini boat generously with the prepared filling, pressing it in slightly to stay put.
Place the filled zucchini boats back on the grill for another 2-3 minutes, just until the cheese melts and the filling heats through.
Remove from the grill and serve immediately, garnished with extra herbs if desired, and enjoy the smoky, cheesy goodness.