To make Feta Pesto: In small dry skillet, toast almonds over medium heat, shaking pan often, until light golden, 3 to 5 minutes. Transfer to food processor and let cool. Add basil, oil, garlic, lemon juice, salt and pepper to almonds; purée. Pulse in feta cheese.
In greased panini press (or greased grill pan or skillet pressed with another heavy pan), grill zucchini on medium heat until tender, about 3 minutes.
Cut focaccia into 4 pieces; halve each to open. Spread 3/4 cup of the pesto over cut sides. Layer bottoms with zucchini, artichokes, olives and tomatoes. Sandwich with tops.
Cook in greased panini press on medium heat until bread is crispy and golden- about 4 minutes.