Combine basil leaves, garlic, and pine nuts in a food processor; pulse until well-blended. Gradually pour in 1/2 cup olive oil and Parmesan cheese; pulse again. The pesto should be very thick. Adjust seasoning with salt and black pepper, as desired. Thinly slice zucchini lengthwise; brush lightly with olive oil, and sprinkle lightly with salt and black pepper. Grill until marked on both sides and tender (about 1 minute per side); remove and cool. Spread about 1 teaspoon of pesto on 1 side of each grilled zucchini slice; roll up and secure with a toothpick.