Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
Chop the zucchini, red bell pepper, and red onion into bite-sized pieces and toss with half of the olive oil and a pinch of salt and pepper.
Spread the vegetables in a single layer on the baking sheet and roast for 15-20 minutes until tender and slightly charred.
While vegetables roast, finely mince the garlic, rosemary, and oregano, then combine them in a small bowl with the lemon zest and the remaining olive oil to create a paste.
Pat the sirloin steak dry with a paper towel and season both sides with the remaining sea salt and black pepper.
Heat a cast-iron skillet over medium-high heat and sear the steak for 2 minutes per side to develop a deep golden crust.
Remove the skillet from heat and carefully press the herb-garlic paste onto the top surface of the steak.
Transfer the skillet to the oven and roast for 4-6 minutes until it reaches your desired level of doneness.
Allow the beef to rest for at least 5 minutes before slicing against the grain to ensure maximum juiciness.
Plate the sliced beef over the roasted vegetables, finishing the dish with a dollop of Greek yogurt and a sprinkle of crumbled feta cheese.