Preheat your oven to 400°F (200°C) and line a small baking sheet with parchment paper.
Dice the bell peppers, zucchini, and red onion into small, uniform pieces.
Toss the vegetables on the baking sheet with the olive oil, garlic powder, and a pinch of the salt and pepper.
Roast the vegetables for 15-18 minutes until they are tender and slightly caramelized at the edges.
While the vegetables roast, whisk together the whole eggs, egg whites, Greek yogurt, and the remaining salt and pepper in a bowl until completely smooth and combined.
Heat a non-stick skillet over medium-low heat. Pour in the egg mixture and let it sit for 30 seconds.
Using a silicone spatula, gently push the eggs from the edges toward the center, creating soft curds.
When the eggs are nearly set but still look slightly wet, fold in the roasted vegetables.
Remove from heat immediately and plate the eggs. Garnish with the crumbled feta cheese and serve warm.