Preheat and prep: Heat a grill pan, skillet, or panini press over medium-high.
Slice vegetables into 1/4-inch planks or strips so they cook evenly. Pat them dry.
Season the veggies: Toss zucchini, peppers, onions, and mushrooms with olive oil, salt, pepper, and a pinch of dried oregano. Add a splash of balsamic if you like a little tang.
Grill the vegetables: Cook in batches until tender and lightly charred, 3–4 minutes per side.
Move to a plate and let excess steam escape. This prevents a soggy sandwich.
Prep the bread and spread: Split your bread. Brush the outsides lightly with olive oil.
On the insides, spread pesto or balsamic-garlic mayo (stir 1 tablespoon mayo with 1 teaspoon balsamic and a small grated garlic clove).
Layer smart: Add a slice of cheese on both the bottom and top pieces of bread—cheese acts as a moisture barrier. Pile on grilled zucchini, peppers, onions, and mushrooms. Add a small handful of spinach or arugula.
Press and grill: Place the sandwich in your panini press or a hot skillet.
If using a skillet, press with another heavy pan. Cook 3–5 minutes per side until the bread is crisp and the cheese is melted.
Rest and slice: Let the panini sit 1 minute so the cheese sets slightly. Slice in halves or thirds.
Taste and finish with a pinch of salt or a drizzle of balsamic if needed.