Preheat the oven to 400.
Place the zucchini slices in a single layer on a lightly greased baking sheet. Brush the top with olive oil or spray with olive oil cooking spray. Sprinkle the Italian seasoning and a pinchful of salt and pepper onto each of the zucchini, then top with a pinchful of feta cheese on each one.
Roast in the oven for 15-20 minutes, or until the feta begins to brown. Let cool slightly, then serve immediately.
(Optional: run them under the broiler for 3-4 minutes.)