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Stir oil, lemon zest, Italian seasoning, garlic powder and crushed crimson pepper collectively in a medium bowl. Add feta cubes; gently toss to coat.
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Line a big rimmed baking sheet with foil and coat with cooking spray. Utilizing a mandoline or vegetable peeler, minimize zucchini lengthwise into 16 strips. Engaged on a clear reducing board, place 1 feta dice at 1 finish of a zucchini slice. Roll tightly and place seam-side down on the ready baking sheet. Repeat with the remaining feta and zucchini strips. Calmly coat the tops of the zucchini rolls with cooking spray.
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Place oven rack 4 inches from broiler. Preheat to Excessive.
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Broil the zucchini rolls, rotating the pan as soon as, till browned and effervescent, 3 to six minutes.