To make the herb yogurt sauce, add all of the ingredients to the bowl of your food processor with the S-blade attachment. Process until the herbs are finely chopped and the sauce is a light green color. Transfer the sauce to a small container and refrigerate it until you’re ready to use it.
Cut each sweet potato lengthwise into 8 wedges. Add the wedges to a large pot and cover with cold water. Then cover the pot and bring it to a low boil over medium heat. Cook until the sweet potatoes are tender, but still firm enough to hold their shape, about 5 minutes. Using a pair of tongs, carefully remove the sweet potatoes from the water and place them in a colander to drain.
Meanwhile, cut the zucchini lengthwise into spears, and cut the red pepper into ½-inch wide strips.
Preheat your grill to medium-high.
Spread the drained sweet potato wedges, the zucchini spears and the red pepper strips out onto a large rimmed baking sheet. Drizzle with the extra-virgin olive oil and sprinkle with the salt and black pepper. Arrange all of the the vegetables on your preheated grill and cook for about 2-3 minutes per side. Remove and cover to keep warm.
Place the sandwich rolls on the grill until they are just warmed through, about 1 minute. Remove and cover to keep warm.
To serve, spread some of the herb yogurt sauce into each of the sandwich rolls. Add a couple of the grilled sweet potato wedges. Then add some of the grilled zucchini spears and red pepper strips. Serve immediately.