Preheat oven to 400 degrees. Put cucumbers in a roasting pan and splash with olive oil. Season with salt and pepper. Roast about 15 minutes, turning after 10 minutes, until cucumbers are starting to brown. Remove from oven and cool. Slice in half lengthwise, and then into thirds. Slices should be about the same size as your baguette slices, about 3″ x 1.”
Crumble feta into a bowl and add garlic, herbs, lemon and a couple generous splashes of olive oil. Mix thoroughly. I use my hands and mush it all together. You can add a bit more olive oil if you need to get the cheese mixture to a spreadable consistency. Season with salt and pepper.
Spread each baguette with a spoonful of the cheese mixture. Top half of the baguettes with a roasted tomato and the other half with a roasted cucumber. Arrange on a large platter, alternating cucumber and tomato sandwiches.