Preheat your oven to 400°F (200°C) and line a large sheet pan with parchment paper for easy cleanup.
Slice the chicken sausage into 1/2-inch rounds and chop the bell peppers, onion, and zucchini into bite-sized pieces.
Place the sausage and vegetables onto the prepared sheet pan.
Drizzle with olive oil and sprinkle with dried oregano, garlic powder, sea salt, and black pepper.
Toss everything together directly on the pan until evenly coated, then spread into a single layer.
Roast for 20-25 minutes, tossing halfway through, until the vegetables are tender and the sausage is lightly browned.
While roasting, whisk the Greek yogurt and lemon juice together in a small bowl to create a bright, creamy sauce.
Remove from the oven and serve immediately, or portion into meal prep containers with a dollop of the lemon-yogurt sauce.