Preheat your oven to 400°F (200°C) and lightly grease a small oven-safe baking dish or cast-iron skillet.
Dice the red bell pepper, zucchini, and red onion into uniform bite-sized pieces.
Place the vegetables in the baking dish and toss with the extra virgin olive oil, smoked paprika, garlic powder, sea salt, and black pepper.
Roast the vegetables in the oven for 15-20 minutes until they are tender and just beginning to caramelize at the edges.
Remove the dish from the oven and use a spoon to create three small wells in the vegetable mixture.
Whisk the liquid egg whites briefly and pour them evenly over the roasted vegetables.
Carefully crack one whole egg into each of the three wells you created.
Sprinkle the crumbled feta cheese over the top of the egg and vegetable mixture.
Return the dish to the oven and bake for 8-10 minutes, or until the egg whites are fully set but the yolks remain slightly runny.
Garnish with freshly chopped parsley and serve immediately while hot.