In a small bowl, combine olive oil, vinegar and oregano. Season with salt and pepper; mix well.

Place flour in a large resealable plastic bag or in a shallow bowl. Place eggs and bread crumbs in 2 separate wide shallow bowls or large plates. Season flour, eggs and bread crumbs with salt.

Fill a 12-inch cast-iron skillet with ⅓ inch of neutral oil and heat over medium-high until an instant-read thermometer registers 325 degrees. Set a wire rack over a sheet tray.

Meanwhile, season zucchini with salt. Add half of the zucchini to the flour, seal the bag and shake (or if using a bowl, toss) until lightly coated in the flour. Working with one piece at a time, shake off excess flour then dip in egg, coating both sides and letting excess drip off. Press into bread crumbs until well coated. Transfer to a clean plate. Repeat with the remaining zucchini.

Add half of the breaded zucchini to the skillet; adjust the heat to hold it as close to 325 degrees as possible. Fry until zucchini is golden and just tender, about 2 minutes per side. (Zucchini will continue to cook as it rests.) Transfer to the prepared rack and season with salt. Repeat with the remaining zucchini.

Spread mayonnaise on cut sides of bread. Place a layer of lettuce on bottom roll and drizzle over half of the oregano vinaigrette. Arrange zucchini, slightly overlapping, on the bread. Finish with tomatoes, pickles, then the remaining vinaigrette. Close the sandwich, cut into 4 equal pieces, and serve.