1. Heat grill to medium-high, spray with cooking spray
2. Combine the next seven ingredients (vinegar through portobellos) in a large bowl, season with salt and pepper to taste and toss with hands to coat vegetables evenly. Place vegetables on grill, reserving excess vinegar mixture. Flip zucchini after 3 minutes and cook for another minute. Remove to cool. Flip remaining vegetables after 5 minutes and drizzle with remaining marinade. Cook another 4 minutes or until tender. Remove from grill and cut peppers and zucchini into bite-sized pieces.
3. Meanwhile, in a small bowl, combine goat cheese and milk and stir until cheese is thinned and smooth. Spread 1/4 of the goat cheese mixture on each of the rolls and then layer on one mushroom, the rest of the vegetables and 1/4 of the herbs.