Place the sausage meat and the zucchini in a large bowl. Toss lightly. Grate the onion and garlic directly into the bowl. Add the pepper flakes and fennel seeds and mix lightly again.
Add the bread crumbs and cheese, tossing once again. Add the beaten egg and stir one last time until everything is completely incorporated. Cover the mixture and chill in the refrigerator for 2 - 3 hours or as long as overnight.
Remove the mixture from the refrigerator and form into 4 large patties. Place each patty on a piece of wax paper, cover and chill for 2 hours. You can also put them in the freezer for about 30 minutes.
Heat the grill to high. Spray a grill pan with cooking spray and allow it to heat up on the grill. Place the burgers on the grill and reduce the heat to medium. Cover and allow to cook for 6 minutes or so.
Turn the burgers. If they stick let them cook another minute or two until they flip easily and are golden brown. Top each burger with two thick slices of fresh mozzarella cheese. Put the lid on the grill and cook for another 6 - 7 minutes.
While the burgers continue to cook, place the tomatoes and onions in a foil pan. Season with some Italian herb blend and a drizzle of olive oil. Place the pan on any vacant space on the grill.
Spray the cut sides of the rolls with cooking spray and add them to the grill the last 3 minutes of cooking. In the meantime, toss the lettuce with the remaining olive oil and season with salt and pepper to taste.
Assemble the sandwiches: Divide the lettuce mixture between the bottoms of the rolls. Top each with half of the tomatoes. Place the burgers on top of the vegetables. Top with the remaining tomatoes. Add the top part of the roll and serve.