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Peel the red onion and finely chop half of it and divide the other half in thin half rings. Peel and finely chop the garlic cloves. For a milder version you can remove the seeds of the chili pepper, then finely chop the chili pepper.
Squeeze the juice from a lemon and combine finely chopped red onion with garlic, chili pepper, lemon juice, ground paprika, ground cumin and 5 tablespoons of olive oil.
Season with pepper and salt. Rinse the zucchini and divide into quite thick slices, but not too thick. Combine the zucchini slices and marinade and mix well. Let it marinate for at least an hour.
Rinse and coarsely chop the parsley. Coarsely chop the pecans and crumble the feta into a medium-sized bowl along with the pecans, parsley and red onion rings and set aside.
Grill the zucchini slices on a barbecue until they're done and the grill pattern appears. The exact grill time depends on the heat of the barbecue. Divide the grilled slices over plates and finish with the feta and pecan mixture.
Serve immediately, enjoy!