In a food processor, puree almonds, parsley, 2 tablespoons olive oil, water, and lemon zest; season pesto with salt and pepper.
Cut bread, zucchini, and onion into thick slices and halve lemons; toss with remaining 2 tablespoons olive oil and season with salt and pepper. Grill until vegetables are cooked through and bread and lemons are lightly charred.
Season chicken cutlets with salt and pepper; grill until cooked through. Spread bread with pesto. Serve chicken platter with romaine lettuce.