Wash the zucchinis and cut them into thin, long slices using a mandoline or a sharp knife.
In a bowl, combine the feta cheese cubes with olive oil, lemon juice, herbs and spices, salt and pepper. Gently toss the feta cubes to coat them in the seasoning mixture.
Take a slice of zucchini and place a seasoned feta cube at one end. Roll the zucchini tightly around the feta cube, creating a wrap. Repeat this process with the remaining zucchini slices and feta cubes.
Thread the zucchini-feta wraps onto skewers, piercing through the zucchini and feta to hold them together. Repeat with the remaining wraps and skewers.
Preheat a non-stick frying pan over medium heat and add a drizzle of olive oil. Place the skewered Zucchini Feta in the pan and cook for about 2 minutes per side, or until the zucchini is lightly browned and tender, and the feta cheese starts to melt.
Remove the skewers from the pan and let them cool for a few minutes.Serve the pan-fried Zucchini Feta Wraps on the skewers as an appetizer or side dish. Garnish with additional fresh herbs and a squeeze of lemon juice if desired.