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CUT the zucchini in slices, not too thin otherwise, they will burn on the grill pan. Cut the red chilli pepper into thin slices and set aside. Sprinkle the zucchini slices with olive oil.
HEAT a grill pan on high heat and grill the zucchini for about 2 minutes on each side. They should have a beautiful grilling pattern, but still have a bite to them. REMOVE from the pan and immediately season using some pepper and salt.
DIVIDE the grilled slices over 2 plates, CRUMBLE the feta on top and also divide the red chilli pepper slices. Drizzle with olive oil and SQUEEZE a little lemon juice to finish it off.
You can eat this salad while the zucchini is still hot, but it's even delicious when it's lukewarm or cold. Enjoy as an appetizer or side dish!