Preheat your oven to 400°F and line a large rimmed baking sheet with parchment paper.
Toss the diced bell peppers, zucchini, and red onion on the baking sheet with the olive oil and half of the sea salt and black pepper.
Roast the vegetables for 18 to 20 minutes, tossing halfway through, until they are tender and slightly charred.
While the vegetables roast, whisk the whole eggs and egg whites in a medium bowl until the mixture is uniform and slightly frothy.
Heat a large non-stick skillet over medium-low heat and add the ghee, swirling to ensure the pan is well-coated.
Pour the egg mixture into the skillet and let it sit undisturbed for 30 seconds to allow the bottom to set.
Using a silicone spatula, gently push the eggs from the edges toward the center to create large, soft curds, continuing until mostly set but still moist.
Fold the roasted vegetables and crumbled feta cheese into the eggs, then remove from heat immediately.
Transfer to a plate and garnish with fresh chopped chives and the remaining salt and pepper.