1Cut zucchini into long thin ribbons. Drizzle with oil; sprinkle with salt and pepper.
2Heat grill pan over medium heat. Add zucchini ribbons. Cook until golden-brown grill marks form on both sides. Remove from pan; cool completely.
3Spoon about 1 teaspoon cheese on top of each cherry tomato. Wrap zucchini ribbon around tomato and cheese; secure with toothpick.