Preheat your oven to 400°F and line a baking sheet with parchment paper for easy cleanup.
Toss the chopped bell peppers and sliced red onion with avocado oil, sea salt, and black pepper directly on the baking sheet.
Roast the vegetables for 15 to 20 minutes until they are tender and have developed a slight char on the edges.
While the vegetables roast, whisk the whole eggs and egg whites together in a medium bowl until the mixture is uniform and slightly frothy.
Heat a high-quality non-stick skillet over medium-low heat.
Pour the egg mixture into the skillet and let it sit for 30 seconds before gently moving the eggs with a silicone spatula.
Continue to fold the eggs from the edges toward the center, creating soft, pillowy curds until they are just set but still look moist.
Arrange the roasted vegetables on a plate, top with the scrambled eggs, and garnish with crumbled feta and fresh parsley.