1. In a skillet, cook the garlic and shallot in the vegetable oil over low heat until softened, about 3 minutes. Transfer to a mini food processor; add the goat cheese, cream, thyme and hot sauce and puree. Season with salt and pepper and transfer to a bowl.
2. Rinse out the food processor. Add the olives, mint, 2 tablespoons of olive oil and a pinch of pepper; process to a paste.
3. Preheat a grill pan. Brush the zucchini with olive oil; season with salt and pepper. Grill over high heat, turning, until tender.
4. Keep the grill pan hot. Spread the goat cheese on the bottom half of the baguette and top with the zucchini, red peppers and sun-dried tomatoes. Spread the olive paste on the top half. Quarter the sandwich and grill, pressing with a skillet and turning once, until hot; fill with lettuce and serve. —César Ramirez
MAKE AHEAD The sandwiches can be made through Step 3 and refrigerated overnight.