Trim the leaves off the bottom 5 inches of each rosemary stick, leaving the wooden stalk exposed. Soak the rosemary sticks in water for 5 minutes.
In the meantime, slice the zucchini crosswise into 1/4-inch rounds and quarter each slice of bread.
Assemble the kebabs by alternating 1 or 2 slices of zucchini with a tomato on the stalk of the rosemary. When there is about an inch left of the stalk put a piece of bread on the end, spearing the crusty side of the bread. Wrap the leafy part of each stick with foil. Brush the vegetables and bread with olive oil, season with salt and pepper, and grill until the vegetables are tender and the bread is toasted, turning once or twice, about 6 minutes.
Remove the foil and serve.