Blend the herbs, yogurt, mayo, and olive oil in a mini food processor or blender until the mixture is smooth and flecked with green.
Pulse in the lemon juice, stopping and tasting as you go, adding just enough juice to give it just the right balance of tartness. Taste and season accordingly with salt and pepper. (You can cover and refrigerate the herb mayo for up to 4 days.)
Make the sandwich
Preheat the grill or a grill pan over medium-high heat until hot.
Place the sausage on the hottest part of the grill or pan and cook until browned and crisp on one side, about 6 minutes. Flip and grill until cooked through, 8 to 10 minutes more.
Meanwhile, dump the zucchini and onion(s) in a large bowl, drizzle with the oil, and season generously with salt and pepper. When you flip the sausage, place rhe vegetables on the grill. Cook until lightly charred on the outside and mostly tender on the inside, about 4 minutes per side.
Transfer the sausage and vegetables to a platter or cutting board. Place the hoagie rolls or bread on the grill and toast, turning to brown both sides if using sandwich bread.
Spread the herb mayo on the bottom portion of each hoagie roll or on 2 slices of bread. Slice the sausages to fit the rolls or bread. Divvy up the sausages and grilled veggies between the rolls or bread and sandwich them with the remaining naked rolls or bread. Serve warm with ample napkins.
Notes
Veggie Sandwich Variation
You can make the above sandwich minus the sausage and add double doses of grilled zucchini and onions plus a grilled portobello cap with melted Muenster (or other mild) cheese.