Cut the zucchini into thin strips lengthwise. Apply lightly brush each piece with olive oil. Bake squash grill or barbecue heated Teflon pan without putting extra fat. Do not wait courgettes very tender, remove them slightly crunchy. Salt them. In a bowl Confuse cheese, yogurt, garlic, dill, the walnuts (if any) and a few drops of olive oil. Season with salt and pepper. Apply each julienne zucchini with the resulting paste (if very thick, add another spoonful of yogurt) and curl of rolls. If you are concerned, you can tie each roll with feather green onions. Serve immediately or refrigerate until the time of presentation. Courgettes can be roasted in advance the day before, and rolls can be prepared several hours earlier.