Cut the bread into about 16 slices, then cut about 48 rectangles of the same size (about 1.5 x 6 cm). Wash the chilli and cut into fine rings. Wash and clean the zucchini and slice into approx. 24 longish strips.
Heat the oil in a pan and fry the courgettes on both sides for about 1 minute. Season with salt and pepper. Take out and drain on kitchen paper.
Spread about half of the bread strips with cream cheese, sprinkle with about 2-3 chilli rings each. Season with pepper. Place the remaining slices of bread on top. Wrap zucchini strips lengthwise around the bread pralines.
Tie with kitchen twine.