Use a sharp knife to slice each zucchini in half lengthwise, then gently scoop out the soft insides with a spoon, creating hollowed-out boats. Feel the cool flesh give way under the spoon as you go.
Brush each zucchini boat lightly with olive oil on the cut sides to prevent sticking and promote charring. Place them on a preheated grill or grill pan over medium-high heat, and cook until they develop dark grill marks and start to soften, about 3-4 minutes per side. You should hear a gentle sizzle as they grill.
While the zucchini grills, prepare the filling by combining minced garlic, crumbled feta, chopped basil, salt, and pepper in a bowl. Mix well to incorporate all flavors evenly.
Once the zucchini shells are nicely charred and slightly softened, remove them from the grill. Carefully spoon the prepared filling into each hollowed zucchini boat, pressing gently to pack in the mixture.
Place the filled zucchini boats back on the grill, over indirect heat if possible, and cook for another 3-4 minutes until the cheese is slightly melted and the tops are golden and crispy.
Finish by squeezing fresh lemon juice over the grilled zucchini boats to brighten the flavors and add a touch of acidity. Serve immediately while hot and smoky, enjoying the crispy edges and tender insides.