Preheat your oven to 400°F and line a large rimmed sheet pan with parchment paper for easy cleanup.
Dice the bell pepper, zucchini, and red onion into bite-sized pieces, and slice the chicken sausage into rounds.
Place the vegetables and sausage on the sheet pan, drizzle with olive oil, and sprinkle with sea salt, black pepper, and dried oregano.
Toss everything together until evenly coated, then spread into a single layer and roast for 15 minutes until the vegetables are tender.
Remove the pan from the oven and use a spoon to create two large wells in the vegetable and sausage mixture.
Pour the egg whites into the wells and carefully crack one whole egg into the center of each well.
Return the pan to the oven and bake for 6 to 8 minutes, or until the whites are fully opaque and the yolks are cooked to your desired level of firmness.
Remove from the oven, top with crumbled feta cheese and fresh baby spinach, and serve immediately while hot.