Preheat your oven to 400°F (200°C).
Dice the red bell pepper and zucchini into 1/2-inch pieces and finely mince the garlic clove.
Heat the extra virgin olive oil in a medium oven-safe skillet over medium heat.
Add the diced bell pepper and zucchini to the skillet, sautéing for 5-6 minutes until the vegetables are tender and slightly caramelized.
Stir in the minced garlic, sea salt, black pepper, and dried oregano, cooking for another 60 seconds until fragrant.
Use a large spoon to create four small indentations or wells in the vegetable mixture.
Carefully crack one egg into each of the four wells.
Sprinkle the crumbled feta cheese evenly over the eggs and the surrounding vegetables.
Transfer the skillet to the oven and bake for 8-10 minutes, or until the egg whites are opaque and set but the yolks remain soft.
Remove from the oven and serve immediately with a dollop of non-fat Greek yogurt on the side for extra creaminess and protein.