*Prepare roasted red pepper, if applicable: If using fresh bell pepper, cut in half lengthwise, remove seeds and roast, broil, or grill about 10 minutes or until blackened. Wrap in foil and let rest 5 minutes. Peel skins and cut pepper into strips. (If using pre-roasted/jarred red pepper, skip and proceed to next step.)
Add lime juice, oregano, olive oil, cumin, 1/4 teaspoon black pepper, cayenne, and black beans to the bowl of a food processor and pulse several times until coarsely chopped.
Heat a skillet or grill pan over high heat. Coat pan with cooking spray. Arrange sliced zucchini and onions on pan and grill 5 minutes on each side.
Spread black bean mixture onto each slice of bread; top four of the slices with grilled zucchini, onion, and red bell pepper. Sprinkle with remaining 1/4 teaspoon black pepper, salt, and cheese. Top with remaining bread slices, spread side down.
Coat both sides of sandwiches with cooking spray. Place sandwiches on grill pan (in batches if necessary) and top with a heavy skillet. (Alternatively, you can use a panini press.) Grill sandwiches 2-3 minutes per side or until cheese is melted. Serve warm.