Preheat your oven to 400°F (200°C).
Chop the zucchini, red bell pepper, cherry tomatoes, and onion into bite-size pieces.
In a bowl, toss the chopped vegetables with olive oil, salt, and pepper.
Spread the vegetables on a baking sheet and roast in the preheated oven for about 15-20 minutes until tender and lightly caramelized.
While the vegetables roast, heat a skillet over medium heat and cook the ground beef until browned, breaking it apart as it cooks. Season with your choice of herbs, salt, and pepper.
Mix the roasted vegetables with the cooked ground beef in an oven-safe baking dish.
Make a small well in the center of the mixture and carefully crack the egg into the well.
Return the dish to the oven and bake for an additional 8-10 minutes, or until the egg is set to your liking.
Remove from the oven and let cool slightly before serving.