Prepare the zucchini. Wash the zucchini and trim the ends. Using a mandoline or vegetable peeler, cut them into thin, long strips (about 2-3 mm thick) to make rolling easier. Arrange the strips on a paper towel, lightly sprinkle with salt, and let stand for 10 minutes to remove excess water. Gently pat dry with a paper towel.
In a bowl, combine the crumbled feta, grated mozzarella, beaten egg, chopped garlic, chopped chives, and oregano. If desired, add the chopped sun-dried tomatoes or a pinch of Espelette pepper. Season with a pinch of pepper (the feta is already salted). Blend until smooth.
From the cigars
Preheat the oven to 200°C (thermostat 6-7, fan/convection oven). Line a baking sheet with parchment paper and lightly brush with olive oil. Arrange a strip of zucchini on a clean surface, place a teaspoon of filling on one end, and gently roll it into a cigar shape. Repeat the process for all strips. Place the cigars seam-down on the baking sheet to prevent them from opening.
Coat with breadcrumbs: Lightly brush the cigars with olive oil to promote crispness. Sprinkle breadcrumbs evenly over the top for a golden texture. If desired, add sesame seeds for extra crunch.
Bake: Bake the cigars for 15-18 minutes, until golden brown and crispy. Carefully flip them halfway through cooking to ensure even coloring. Ensure the mozzarella is softened and the breadcrumbs are lightly browned.
Make the yogurt sauce (optional):
In a small bowl, combine the natural yogurt, lemon juice, and chopped mint. Season with a pinch of salt and pepper. Set aside in the refrigerator until ready to serve.
Serving
Arrange the crispy zucchini cigars on a serving platter, hot or warm. Serve with yogurt sauce or a green salad (arugula, lamb’s lettuce) with a lemon vinaigrette for a Mediterranean touch. For a complete meal, add vegetable soup or toasted flatbread. A dry white wine (Chardonnay, Sauvignon Blanc) or sparkling lemon water completes this oven-baked vegetarian dish.