Place the zucchini on a cutting board and cut off its ends. Slice it into 8 equal slices. Pat the zucchini slices dry with a paper towel and set aside.
To a bowl, add 1 tablespoon of olive oil, black ground pepper, ½ teaspoon salt, and thyme. Whisk until all the ingredients are incorporated. Add the zucchini slices and toss to coat.
Heat an electric grill or griddle pan over medium heat. Cook the zucchini slices until slightly tender and have developed grill marks, then transfer them to a plate. Be careful not to overcook them, or they might break.
To a food processor, add the almond flour, water, 1 tablespoon of olive oil, lemon juice, nutritional yeast, and ½ teaspoon salt. Pulse for 10-20 seconds until the ingredients are combined. Transfer the vegan ricotta to a bowl.
Lay the cooked zucchini slices on a flat surface. Add 1 teaspoon of pesto to each piece, and spread. Divide the ricotta equally among the slices, and press with a spoon.
Carefully roll the slices while applying pressure to keep the filling in place. Secure each roll with a wooden toothpick. Transfer to a serving plate.
Drizzle a little bit of olive oil. Add a sprinkle of salt and pepper, and garnish with fresh basil leaves. Serve immediately.