To begin making the Roasted Vegetable Sandwich With Feta Cheese Recipe, you will first have to either roast or grill the vegetables. 

Heat a tablespoon of oil in a wok, add in the red bell peppers and a pinch of salt. Cover the pan and stir fry on medium heat until the bell peppers are roasted and have softened. Once done, remove the pepper from the wok and keep them aside.

In the same wok, add a teaspoon of olive oil and add in the sliced zucchini. Sprinkle some salt and stir fry on high heat until it is tender and roasted. It will also get grilled along with the Panini, so its ok for them to be a little firm. Keep them aside.

Cool the roasted red pepper and zucchini completely.

Slice the Panini's into half. Place them on a working surface. 

Spread the Basil pesto on both the sides. Working with the bottom slice, stack the slices of zucchini, roasted peppers, onions, tomatoes, sprinkle salt and pepper, optionally tabasco sauce and finally the feta cheese. Place top half of panini bread on top.

Press the bread down with the palm of your hand. Continue the same way with the remaining Panini breads. 

At this stage, you could choose to wrap the sandwiches in a wrap and refrigerate and grill them as and when required or have them chilled for a picnic.

If you plan to grill the roasted vegetable panini, then heat a cast iron grill pan and grease it with olive oil. 

Brush the top of the sandwiches panini's also with some oil or butter. Place the buttered side down on the heated grill pan and using a press or a flat spatula, press down the sandwich to get neat sear marks on the sandwich.

After a minute, flip the sandwich and grill the other side the similar way. Proceed the same way of grilling the Panini's the similar way.

You can also use a Panini Press and it can make it a lot easier to Grill Sandwiches.

Serve Roasted Vegetable Sandwich With Feta Cheese Recipe along with Dhaniya Pudina Chutney Recipe (Green Chutney), or Mayonnaise Recipe along with a Quick Creamy Pea Soup Recipe or salad for a wholesome dinner.