Wash and cut the zucchini into strips lengthwise using a potato peeler. Salt them and leave them to drain of their water.
Heat a grill pan and smear it with oil. Grill the zucchini on both sides.
Mix together the cream cheese, cottage cheese and sour cream until homogeneous, season with garlic and dill if desired.
Take 1 tsp of the mixture, put it at 1 end of the grilled zucchini and wrap it into a roll. Repeat this process with the remaining zucchini strips.