In a large skillet heat a generous amount of olive oil and fry courgette slices in batches until soft and browned on both sides. Take out of the pan and set onto a plate lined with paper towels to absorb excess oil.
Sprinkle courgette slices with feta and roll up. Secure each roll with a tooth pick.
Set courgette rolls into a deep dish (it needs to be as deep as the rolls are high) and sprinkle with garlic, herbs and balsamic vinegar. Cover and place in the refrigerator to marinate for 1 to 2 days.