Using a vegetable peeler, peel thin slices of zucchini longways. Lay each slice on a flat surface, and spread yoghurt on one side.
On one end of the zucchini, pile on the carrots, cucumbers, and red peppers across the strips. You can also place the veggies throughout the zucchini slice, but be sure not to overload it.
Roll the zucchini up and secure with a toothpick. Serve immediately. Enjoy!