With sharp knife or mandoline, slice zucchini lengthwise into strips about 1/8-inch thick. Strips should be flexible, but not paper-thin.
Place flour in wide-bottomed bowl or shallow baking dish. In another wide-bottomed bowl or shallow baking dish, beat eggs with pepper and 3/4 teaspoon salt. Place colander on plate.
Toss several zucchini strips in flour, shaking off excess. Transfer strips to egg mixture; with fork, turn strips to coat both sides. Pick strips up, 1 at a time, allowing excess egg mixture to drip back into bowl. Place strips in colander. (It is OK if strips overlap). Repeat to coat all zucchini.
In 12-inch skillet, heat oil over medium-high heat until hot but not smoking. Place layers of paper towels on cookie sheet for draining.
Add 6 to 7 zucchini strips to hot oil, but do not crowd skillet. Cook zucchini 1 1/2 to 2 minutes. With tongs, turn strips over and cook 1 1/2 minutes longer or until golden and crisp. Transfer strips to paper towels to drain. Sprinkle lightly with salt. Repeat with remaining zucchini.
Place 3 or 4 capers on 1 end of a zucchini strip; roll strip tightly, enclosing capers in center. Stick toothpick crosswise through roll-up to secure. Repeat with remaining zucchini strips and capers.
Just before serving, stand roll-ups on end on platter. Squeeze juice from lemon half over roll-ups.
Makes 10 appetizer or 6 first-course servings.
Please Note: Nutritional values listed may vary from final results depending on actual measurements and brands used to prepare the recipe.