Preheat the oven to 180°C. Heat a seasoned grill pan or barbecue to hot.
Brush both sides of the lamb with ½ tbs of the olive oil and cook for 3 to 4 minutes on each side.
Meanwhile, place the zucchini, capsicum and cumin into a large bowl, season with cracked black pepper, drizzle with the lemon juice and remaining olive oil, and toss to coat the vegetables.
Remove the lamb from the grill and cover it loosely with aluminium foil to keep warm.
Cook the vegetables on the grill for approximately 4 minutes, then return them to the bowl.
Slice the lamb into strips and toss through to combine with the vegetables. Transfer the mixture to an ovenproof dish and sprinkle with the mint, olives and cheese.
Bake in the oven for approximately 5 minutes, or until the cheese melts. Serve hot.