Very thinly slice the zucchini, arrange them on a baking sheet, and drizzle with oil and season with salt. Place them in the oven for a few minutes, until they have softened.
Cut the chicken frankfurters into pieces. Cut the puff pastry into strips about 3 cm wide and about 10 cm long. Arrange the grilled courgette slices and the pieces of chicken frankfurter on the puff pastry strips. Roll them up.
Bake them for 10/15 minutes, then serve the warm rolls on a bed of soncino salad.