- In a bowl, combine all the ingredients. Season with salt and pepper. Refrigerate.
- Preheat the grill, setting the burners on high. Oil the grate.
- Oil and roast the bell peppers, skin side down, until well blackened. Place the peppers in an airtight container. Let cool. Remove the skin. Set aside.
- Brush the tuna, zucchini, and fennel with oil. Season with salt and pepper. Grill the vegetables on each side until tender. Keep warm, if necessary.
- Grill the tuna on each side until the desired doneness. Drizzle the tuna and vegetables with the lemon juice.
- Toast the roll insides. Rub the garlic clove on the toasted side.
- Spread the mayonnaise inside the rolls. Place the tuna on the bottom rolls. Top with gremolata and the roasted vegetables.