Zucchini is mostly water (95%), so it can turn to mush if you do not dry it before you cook it. One of the easiest ways to accomplish this is to salt it before grilling. The salt pulls the water out, so they do not fall apart. But you do not need a lot of salt. Just a pinch or two. After, wait about 15 minutes and pat it dry before you toss it on the grill.