Preheat the oven to grill position. Cover an oven tray with parchment paper.
Wash zucchini and cut in thin slices lengthwise. Place the zucchini slices on the baking sheet and brush with olive oil using a brush.
Season the zucchini with salt and pepper and bake for 10 minutes. Halfway through cooking, turn them over and brush the other side with olive oil. Then take the zucchini out of the oven and let them cool.
In a salad bowl, mix the fromage frais with salt, pepper, and dill. Spread the mixture on zucchini slices.
Cut the slices of salmon the same width as the zucchini and then put them on the fresh cheese.
Roll zucchini slices and hold them with toothpicks. Let cool for an hour then serve immediately.