1. Combine first 6 ingredients. Divide mixture into four portions. Indent center of each portion; place 1 1/2 tablespoons feta into each. Fold turkey mixture around cheese; shape each portion into a 1/2-inch-thick patty.
2. Heat grill pan over medium-high heat. Coat pan with cooking spray. Add patties; cook 5 minutes on each side.
3. Combine cucumber, yogurt, and mint in a small bowl. Arrange 1 turkey patty, 1 tomato slice, 1 lettuce leaf, and 2 tablespoons yogurt mixture on bottom half of each roll. Top with top halves of rolls.
Sautéed zucchini: Heat 2 teaspoons olive oil in a large skillet over medium-high heat. Add 2 cups sliced zucchini and 2 minced garlic cloves; sauté 5 minutes. Add 2 teaspoons lemon juice, 1/4 teaspoon salt, and 1/8 teaspoon black pepper.