Preheat your oven to 400°F (200°C).
On a large baking sheet, toss the diced bell peppers, zucchini, and red onion with the olive oil, sea salt, black pepper, and dried oregano until evenly coated.
Roast the vegetables in the oven for 15-18 minutes until they are tender and just beginning to brown at the edges.
Transfer the roasted vegetables into a small oven-safe baking dish or a 10-inch cast-iron skillet, spreading them out into an even layer.
In a medium mixing bowl, whisk together the two whole eggs and the cup of egg whites until the mixture is well combined and slightly frothy.
Pour the egg mixture directly over the roasted vegetables in the baking dish, then sprinkle the crumbled feta cheese evenly across the top.
Place the dish back into the oven and bake for 12-15 minutes, or until the eggs are fully set in the center and the top is lightly golden.
Remove from the oven and garnish with the freshly chopped parsley before serving warm.