You can make this on the oven or the grill. If using the oven, preheat it to 350 degrees. Tear out 8 rectangles of foil large enough to hold each individual zucchini and brush each piece of foil with a little olive oil. Using a sharp knife, cut a thin slit along the length of each zucchini. Insert pieces of goat cheese into the slits, then sprinkle with mint, olive oil, and black pepper. Wrap each zucchini in its foil, place on a baking sheet, and bake for approximately 25 minutes. (Some grills are roaring hot, so check inside the foil every few minutes if you are grilling.) Serve it as a main dish with a colorful garden salad and your favorite bread or pasta.