Using a sharp knife, slice each zucchini lengthwise in half, then carefully scoop out the hollowed centers with a spoon, leaving about a ¼-inch thick shell.
Brush the cut sides of each zucchini with a little olive oil to prevent sticking and promote nice grill marks.
Preheat your grill or grill pan over medium-high heat until hot, then place the zucchini cut-side down. Grill for 3-4 minutes until lightly charred and tender enough to scoop.
Flip the zucchini and grill for another 2-3 minutes, just enough to develop grill marks and soften the shells slightly. Remove from heat and set aside.
While the zucchini cools slightly, mince the garlic and chop the basil. Mix the garlic, feta, basil, and a squeeze of lemon juice in a bowl. Season with salt and pepper to taste.
Gently spoon the scooped-out zucchini flesh into the bowl with the cheese mixture, then fold until well combined.
Carefully fill each zucchini shell with the mixture, pressing lightly to pack the filling without overflowing.
Place the filled zucchini halves back on the grill or on a baking sheet if you prefer to finish under broiler, and cook for 5-6 minutes until the filling is warmed through and slightly golden on top.
Remove from heat, squeeze a little more lemon juice over the top for brightness, and let rest for a couple of minutes.
Serve warm, garnished with extra basil if desired, and enjoy the smoky, cheesy, herbaceous flavors in every bite.