Preheat pellet grill or oven to 350°.
Slice zucchini longwise in ⅛ inch thick slices using a mandoline if available.
Cook shredded carrots, diced onions and bell peppers in a skillet coated with olive oil over medium heat, stirring occasionally until vegetables are softened.
Add cooked rice to the cooked vegetables and season with garlic, salt and pepper. Mix well.
Spread rice mixture onto slices of zucchini and roll up.
Place seam side down in a 8 x 11 inch casserole dish.
Make the garlic cream sauce by melting butter in a pan with minced garlic over medium heat. Add flour and whisk together, cooking 2-3 minutes.
Add milk, heavy cream and salt. Whisk together, cooking until sauce is thickened, about 5 minutes.
Remove from heat and whisk in finely grated parmesan cheese.
Pour sauce over the zucchini rolls.
Cook on the grill or in the oven for 45 minutes or until golden brown.
Garnish with fresh basil if desired.