In a large skillet, heat 2 tablespoons of olive oil over medium heat. Cook the zucchini slices in batches until they become tender and lightly browned on both sides, which should take about 5 to 10 minutes. If necessary, add more olive oil to the skillet. Once cooked, remove the zucchini slices and place them on paper towels to drain any excess oil.

Sprinkle the cooked zucchini slices with crumbled feta cheese, then roll them up tightly. Use toothpicks to secure each roll in place.

Arrange the zucchini rolls in a dish that is as deep as the rolls are high. Sprinkle the rolls with minced garlic, dried Italian herbs, and balsamic vinegar. Cover the dish and refrigerate to marinate for 1 to 2 days, allowing the flavors to meld beautifully.