Grate one medium zucchini, one medium carrot, and one potato. Place the grated zucchini in a colander, sprinkle it with salt, and let it sit for about 10 minutes to draw out excess moisture.

In a large mixing bowl, combine the drained grated zucchini, carrot, and potato with crumbled cheese, minced garlic, chopped parsley, eggs, ground black pepper, Italian herbs, paprika, oatmeal, and flour.

Moisten your hands slightly to prevent sticking, and grab small handfuls of the mixture. Shape each handful into a cylindrical roll.

In a large skillet, pour enough olive oil to cover the bottom, about 1/4 inch deep. Heat the oil over medium heat until it shimmers.

Carefully add the shaped rolls to the skillet, frying them for 3-4 minutes on each side until they turn a golden brown.

Once golden brown, use a slotted spatula to transfer the rolls onto a plate lined with paper towels. Allow them to drain for a couple of minutes.

While the rolls cool, create a simple dipping sauce by mixing sour cream, mayonnaise, finely chopped cucumber, and a pinch of salt in a small bowl.

Serve your Cheesy Baked Vegetable Rolls hot, alongside the cucumber dip.