Preheat your oven to 425°F.
Chop the red bell pepper, zucchini, red onion, and halve the cherry tomatoes. Mince the garlic.
In a large oven-safe skillet, heat the olive oil over medium heat and add the minced garlic. Sauté for about 1 minute until fragrant.
Add the lean ground beef to the skillet. Cook it over medium-high heat, breaking it apart, until it's browned and nearly cooked through. Season with salt, pepper, and dried oregano.
Once the beef is mostly browned, add the chopped vegetables to the skillet. Stir well to combine, and let them cook for about 3-4 minutes.
Make a small well in the center of the skillet and crack the egg into it. Allow the egg to cook, covered, for an additional 3-4 minutes until the egg white is set but the yolk remains runny (or to your desired doneness).
Transfer the skillet to the oven if you prefer a firmer egg or if the vegetables need extra roasting, and bake for another 3-5 minutes.
Remove from the oven, season with additional salt and pepper as needed, and serve hot.