Preheat a pan to medium heat. Wash and cut the zucchini into thin slices. Use 2 tablespoons olive oil to fry the zucchini 2-3 minutes per side. Take the slices out of the pan and place them on paper towels.
Slice the tomatoes and the mozzarella, finely chop the fresh basil and start filling the zucchini slices by layering the tomato slices as well as the mozzarella slices onto the zucchini. Roll up the zucchini slices and sprinkle the remaining olive oil as well as the balsamic vinegar and the salt and pepper onto your dish before serving.