Place the stuffed zucchini boats onto the grill and close the lid. Grill for 4-5 minutes, then rotate the boats around the grill to avoid any hot spots. Close the lid and grill for 4-5 more minutes. You want the cheese to be melty and the zucchini to be tender-crisp. It should be softened, but still firm enough to remove from the grill to your serving tray without falling apart.