Preheat your oven to 400°F and line a large baking sheet with parchment paper for easy cleanup.
Place the diced red bell pepper, zucchini, and red onion on the baking sheet, then drizzle with the extra virgin olive oil and a portion of the sea salt.
Toss the vegetables to coat evenly and roast for 15 to 20 minutes until they are tender and slightly caramelized at the edges.
While the vegetables roast, whisk together the whole eggs, egg whites, remaining sea salt, and black pepper in a medium bowl until well combined.
Heat a large non-stick skillet over medium-low heat and pour in the egg mixture, allowing it to sit for a moment before stirring.
Gently scramble the eggs using a silicone spatula, folding in the roasted vegetables and baby spinach just as the eggs begin to set.
Continue cooking for 1 to 2 minutes until the spinach is wilted and the eggs are fluffy and fully cooked through.
Remove the pan from the heat, sprinkle the crumbled feta cheese over the top, and serve immediately while hot.