Build a medium direct fire. Spread an even layer of unlit charcoal in the bottom of the grill. Fill a chimney halfway with charcoal. Stuff two sheets of newspaper in the bottom of the chimney and light it.
When the coals are fully engaged - you should see flames peeking over the top - pour them over the unlit charcoal. If using a gas grill, light the gas and adjust the temperature on both sides to medium.
Lighty oil the zucchini and season with salt and pepper.
When you can hold your hands over the fire for no more than 5-8 seconds, clean the grill grate. Place the zucchini on the grill and cook for 2-3 minutes. Flip and cook for another 2-3 minutes, until golden brown and the zucchini is firm but you can bend it with tongs. Remove from the heat and place on a cutting board.
Slice the zucchini crosswise about ¼" thick and place in a bowl.
Place the onion slices on the grill and cook for 2-3 minutes on each side. Cut each slice in half. Add to the zucchini.
Add the remaining ingredients to the zucchini and toss very gently to combine.
Sprinkle sea salt over the salad and serve immediately or at room temperature.