To build stacks place one piece of zucchini on a cutting board or cookie sheet and spread with a thin layer of pesto.
Cover the pesto with a piece of the mozzarella, followed by a piece of roasted pepper, a piece of zucchini, another thin layer of pesto, and a piece of roasted pepper. Finish the stack with a piece of mozzarella.
Repeat with remaining vegetables, pesto, and cheese. Secure each stack with a toothpick at opposite ends.