Blot the FETO dry with kitchen paper, cut into large cubes, and season well with BBQ rub or Espelette pepper.
Thinly slice the aubergine and courgette lengthwise.
Chop the bell pepper into large pieces. Lightly salt the vegetables on both sides and let rest on a plate for about 20 min. Blot dry with kitchen paper. Blend the olive oil, garlic, herbs, lemon zest, paprika and pepper to make a marinade.
Wrap each FETO cube in a vegetable strip and secure with a toothpick. Finish by spearing a piece of bell pepper.
For the fullest flavour, allow the FETO & vegetable rolls to marinate in the refrigerator for 2-3 hours before barbecuing. Season to taste with salt and pepper before serving.