In a large resealable plastic bag combine the lemon juice, olive oil, salt, pepper and red pepper flakes. Add the zucchini along with the red, yellow and orange sweet peppers.
Press out as much air as possible and seal. Shake bag to combine ingredients and ensure all vegetables are covered. Store bag in refrigerator for 2 hours or overnight to marinate vegetables thoroughly.
Heat a grill pan lined with aluminum foil over medium heat. Drain the marinade from the vegetables and set aside. Spread the vegetables over the grill pan, in batches if necessary, and cook until vegetables are charred with grill marks.
In a small bowl combine 2 1/2 tablespoons of reserved marinade with the avocado. Mash until a creamy dressing forms. Fold in cotija cheese and set aside.
Creating one sandwich at a time, take one slice of bread and spread with a heaping tablespoon of mashed avocado. Top with a few slices of red onion, marinated zucchini and peppers, a lettuce leaf and another slice of bread.