Preheat your oven to 400°F and line a small rimmed sheet pan with parchment paper for easy cleanup.
Dice the bell peppers and zucchini into small, uniform pieces.
Place the vegetables on the sheet pan, drizzle with 1 tsp olive oil, sprinkle with a pinch of salt and pepper, and roast for 10 minutes.
In a medium bowl, whisk together the eggs, egg whites, cottage cheese, dried oregano, and the remaining salt and pepper until the cottage cheese is well incorporated.
Remove the pan from the oven, spread the roasted vegetables evenly, and carefully pour the egg mixture over the top.
Return the pan to the oven and bake for 12-15 minutes, or until the eggs are set and the edges are slightly golden.
While the eggs bake, whisk together the remaining 1 tsp olive oil and lemon juice in a bowl, then toss with the fresh arugula.
Slice the sheet pan eggs into squares and serve immediately alongside the bright, citrusy salad.