Preheat a grill to medium heat. Brush the zucchini slices with olive oil and season with salt and pepper.
Thread the zucchini, cherry tomatoes, mozzarella cubes, and basil leaves onto skewers. Place the skewers on the preheated grill and cook for 4 minutes per side or until the vegetables are tender.
Brush each skewer with balsamic vinegar before serving.