Grilled Vegetable Panini with Herbed Feta Spread

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1 portobello mushroom, stem discarded and cap sliced thin

1 green bell pepper, thinly sliced

1 red bell pepper, thinly sliced

1 small yellow squash, sliced lengthwise into 1/2-inch-thick slices

1 small zucchini, sliced lengthwise into 1/2-inch-thick slices

1/4 cup olive oil, plus more for brushing

Kosher salt and cracked black pepper 

4 slices ciabatta, each cut in half

Herbed Feta Spread, recipe follows

4 pieces red leaf lettuce

Herbed Feta Spread:

4 ounces feta cheese, crumbled

1/4 cup cream cheese, softened

1/4 cup sour cream

1/4 cup fresh basil leaves, roughly chopped

1 tablespoon chopped fresh chives

1 teaspoon fresh lemon juice

Kosher salt and cracked black pepper