Toast the unpeeled garlic cloves in a non-stick skillet over medium heat, shaking occasionally, for about 10 minutes, until skin is starting to blacken. Remove from heat to cool.
Slice zucchini lengthwise in four sections (slice each zucchini in half and then slice each half in half again, end to end). Drizzle the slices with olive oil and sprinkle with 1/2 teaspoon of salt. Grill over medium heat, a couple of minutes per side... it does not take long! I grilled mine on a pizza pan (with holes in the bottom) directly on the grill grate. You can also place a layer of heavy duty foil on the grates and grill the zucchini on the foil, so you ensure you don't lose the delicate layers down in the grill.
Meanwhile, slice the red peppers and artichoke hearts and place them in a fine-mesh strainer over a bowl. Sprinkle with half teaspoon of salt and allow to drain for about 10 minutes.
In a medium bowl, mix together the goat cheese, lemon juice, remaining 1/2 teaspoon of salt, cracked black pepper to taste and oregano until well combined. Press the toasted garlic cloves through a garlic press and add the garlic to the goat cheese mixture and mash together with a fork to combine.
Slice your bread loaf evenly in half. Spread half the goat cheese mixture on one side, half on the other side. Evenly layer the grilled zucchini slices on one side of the bread. Evenly layer the red peppers and artichoke hearts on the other half. Drizzle the red pepper and artichoke side with the balsamic vinegar glaze.
Put the sandwich loaf together and wrap tightly with wax paper. Lay flat on a sheet pan. Place another sheet pan (of equal size) on top of the sandwich and place some heavy flat items (bags of flour and a box of sugar are what I used) on top of the second sheet pan to "press" the sandwich. Place the pans with sandwich pressed in between in the refrigerator and allow to chill for a couple of hours before slicing and serving.