Coat a large skillet with cooking spray; add 1 teaspoon oil, and place over medium-high heat until hot. Add peppers, onion, and zucchini; sauté 3 minutes. Sprinkle with seasoning. Sauté until tender. Remove from pan.
Recoat pan with cooking spray. Heat pan over medium-high heat until hot; add 1 teaspoon oil. Add mushrooms, and cook 2 minutes on each side. Add water; cover and cook until tender. Add reserved vegetables to pan; stir well.
Arrange vegetables on bottom of rolls; top with cheese. Broil 1 minute or until cheese melts. Top with roll tops.