Make these ahead, refrigerate them if you like, and broil them briefly before serving. Serve with a first-course green salad or as a side to grilled meat, or as part of an antipasto.
Heat a gas grill to high. Brush both sides of the zucchini strips with olive oil and season with kosher salt. Put the strips on the grill at a 45-degree angle to the grates and grill, covered, until well browned and limp, 3 to 4 minutes per side. Check occasionally and move the slices around gently with tongs as necessary so that they brown evenly; don't undercook them. When done, remove them from the grill and drape them over a cooling rack to keep them from steaming as they cool.
In a bowl, combine the goat cheese, sun-dried tomatoes, thyme, 1 tsp. olive oil and 1/8 tsp. kosher salt. When the zucchini has cooled completely, spread 1 heaping tsp. of the filling thinly over one side of each grilled zucchini strip (use a mini spatula or your fingers to spread). Roll up the zucchini (not too tightly; this is more like folding), and put them on a baking sheet lined with parchment or foil. Refrigerate if not using within an hour, but bring back to room temperature before broiling. Heat the broiler. Sprinkle with a little grated Parmigiano and brown under the-broiler, about 1 minute.
nutrition information (per serving):
Photo: Scott Phillips