How to Make It
Heat grill to medium. 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 zucchini, 1 tablespoon of the olive oil, and ½ teaspoon each salt and pepper in a medium bowl. Grill until tender, 2 to 3 minutes per side.
Brush the bread with the remaining 2 tablespoons of olive oil. Grill until golden brown, 30 seconds per side.
Divide the mayonnaise, Dijon, zucchini, turkey, Cheddar, and lettuce among the grilled bread.