I'm going to start with explaining the wrapping technique. I took some screen shots from a video to help you understand it.
For my dish you first set the vegetable slices in a small bowl all around it (you will need 6-8 slices) making sure they all superpose on the bottom of the bowl.
Then take a blender and mix together olive oil, salt, pepper, garlic and oregano or rosemary. With this mix brush the fish and then set it on the bottom of the cup, on the zucchini slices.
Finish the arrangement by reuniting the slices together on the bottom of the fish and fixing them with a toothpick so that you can transfer them to the grilling pan.
Use a slightly oiled pan and a medium heat and cook the fish wraps for about 10 minutes on each sides or until the fish is cooked. Make sure to shock the fish wraps with the very heated pan so that the zucchini slices seal together. When you turn them around bush more of the mix to give more flavor.