Using a mandoline or sharp knife, cut the zucchini into thin lengthwise slices.
Place the zucchini on a baking sheet and lightly salt on each side and let sit until water comes out of the zucchini, about 10 minutes.
In the meantime, mix together the cream cheese, basil, green onion and capers.
Pat zucchini dry.
Spread cream cheese on each of the zucchini slices and place about 3 sticks of bell pepper on top of the cheese with the pepper partially hanging over the edge, spreading them out evenly.
Place a strip of proscuitto over the cheese and peppers.
Roll each zucchini so that the peppers stick out of the top and place standing up on a serving tray.