Preheat your oven to 400°F (200°C) and line a small baking sheet with parchment paper.
Toss the diced zucchini, red bell pepper, and red onion with 1 tsp of olive oil, sea salt, and black pepper on the prepared baking sheet.
Roast the vegetables for 15-20 minutes until they are tender and the edges are slightly caramelized.
While the vegetables are roasting, whisk the whole eggs and egg whites together in a medium bowl until the mixture is uniform.
Heat the remaining 1 tsp of olive oil in a large non-stick skillet over medium-low heat.
Pour the egg mixture into the skillet and cook slowly, stirring frequently with a spatula to create soft, creamy curds.
Once the eggs are nearly set, gently fold in the roasted vegetables and the crumbled feta cheese.
Remove from heat, garnish with chopped fresh chives, and serve immediately.