Heat grill to medium-high. Once it is hot, clean the grill grate with a wire brush. Just before grilling, oil the grill grate with the canola oil.
Toss the beans, Feta, vinegar, parsley, 1 tablespoon of the olive oil, and ¼ teaspoon salt in a medium bowl; set aside.
Season the steak with the paprika and ½ teaspoon salt. Toss the zucchini with the remaining tablespoon of olive oil and ¼ teaspoon salt.
Grill until an instant-read thermometer inserted in the thickest steak registers 130° F (medium-rare) and the zucchini is tender, 3 to 4 minutes per side for each. Let the steak rest 5 minutes before slicing.
Serve the steak and zucchini with the beans.
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