Cut the zucchini or yellow squash lengthwise into quarters, and then cut the strips crosswise into several shorter pieces.
Toss them with the oil, salt, and pepper, to taste.
Spread the squash slices on a vegetable tray or piece of heavy-duty aluminum foil, and grill them over medium or medium-high heat for 10 - 20 minutes, flipping them once, until they reach desired tenderness. (Alternatively, sauté the zucchini or squash in the oil over medium heat for about 10 minutes until it is lightly browned and tender.)