1 tablespoon olive oil
1/8 teaspoon salt, plus more to taste
1/16 teaspoon of freshly ground black pepper, plus more to taste
1 1/2 ounces fresh goat cheese
1 tablespoon chopped fresh parsley
1/2 teaspoon fresh lemon juice
2 ounces bagged baby spinach (2 cups lightly packed)
1/3 cup basil leaves
Remove the outermost slices of zucchini; brush the rest with oil on both sides. Sprinkle the zucchini slices with salt and pepper. Grill until tender, about 4 minutes per side. You can prepare the zucchini a day ahead and store it in an airtight container in the refrigerator.
In a small bowl, combine the goat cheese, parsley, and lemon juice, mashing together with a fork. Put 1/2 teaspoon of the cheese mixture about 1/2 inch from the end of a zucchini slice. Top with a few spinach leaves and a small (or half of a large) basil leaf. Roll up and place seam side down on a platter. Repeat with remaining zucchini slices.
You can make these up to a day in advance; store in an airtight container in the refrigerator.