Zucchini is so quick and easy to grill. The key is to slice it to the right thickness. It will shrink when grilled, so don't slice too thin or else you'll be left with nothing but a charred shell. Our preferred thickness is about 1/2" before grilling. Gives a nice slightly charred surface and just enough tender zucchini on the inside.
Slice the zucchini into 1/2-inch thick steaks length-wise.
Make the marinade: in large ziplock bag or large bowl, combine vegetable oil, garlic, Worcestershire or soy sauce, ketchup, salt and pepper. Rub the bag between your hands or whisk to combine all the ingredients.
Place zucchini strips in the bag or bowl and massage the marinade into the zucchini. Marinade the zucchini for about 15 minutes.
Grill: Pre-heat grill to medium-high (if possible). Scrape the grill grates to make sure they're clean.
Grill the zucchini for about 2-3 minutes on each side, or until nicely charred and golden brown. Serve warm or at room temperature.