Special equipment: ten or twelve 10-inch skewers, soaked for 30 minutes
For the jalapeno yogurt dipping sauce: Heat the grill to high. Brush the jalapenos with canola oil and sprinkle with salt and pepper. Grill, covered, turning occasionally, until charred on all sides and tender, 8 to 10 minutes. Remove to a cutting board; leave the grill on.
Halve the jalapenos lengthwise and remove the seeds; leave the skin on. Put the jalapenos in a food processor with the parsley, cilantro, Parmesan, pine nuts and some salt and pepper; pulse until roughly chopped. With the machine running, drizzle in the olive oil until the mixture is smooth and thick. Taste and season as desired. Put the yogurt in a bowl and whisk until smooth. Swirl the pesto into the yogurt and set aside.
For the zucchini skewers: Thread 3 or 4 zucchini rounds onto two parallel skewers, so that the cut sides will lay flat on the grill. Brush the zucchini with canola oil and season with salt and pepper. Grill, uncovered, until charred and tender, 2 to 3 minutes per side. Transfer to a platter and drizzle with some olive oil. Serve with the jalapeno yogurt sauce.