Slice each zucchini lengthwise with a sharp knife, then scoop out the insides with a spoon to create hollow boats, leaving about 1/4 inch of flesh attached to the skin. Set the scooped flesh aside for the filling.
Chop the scooped-out zucchini flesh into small pieces and transfer to a mixing bowl. Add crumbled feta cheese and chopped basil, then season with salt and pepper. Mix well until combined.
Brush the cut sides of the zucchini halves generously with olive oil using a brush, ensuring all surfaces are coated for grilling and flavor.
Preheat your grill to medium-high heat. Place the zucchini halves cut side down on the grill grates and cook for about 3-4 minutes, until they develop grill marks and start to soften.
Flip the zucchini halves over and fill each with the chopped zucchini mixture, pressing lightly to pack the filling into the shell.
Close the grill lid and cook for another 6-8 minutes, until the zucchini are tender and the filling is warmed through, with some cheese slightly melted and bubbling.
Carefully remove the stuffed zucchini boats from the grill and let rest for a minute. Serve hot, garnished with additional fresh herbs if desired.