Preheat your oven to 400°F and line a large rimmed baking sheet with parchment paper.
Peel the sweet potato and cut it into 1/2-inch cubes, then slice the mushrooms, dice the zucchini, and finely chop the red onion.
Place the sweet potato, mushrooms, zucchini, and red onion on the prepared baking sheet.
Drizzle with the olive oil and season with the fresh thyme, sea salt, and black pepper, tossing well to ensure an even coating.
Roast the vegetables for 15 minutes, then add the halved cherry tomatoes to the tray and roast for an additional 10 minutes until the sweet potatoes are tender and the tomatoes have just burst.
While the vegetables roast, spoon the cold, creamy cottage cheese into a wide serving bowl, creating a slight well in the center.
Top the cottage cheese with the hot roasted vegetable mixture and the briny capers.
Garnish the bowl with fresh chopped parsley and serve immediately to enjoy the contrast of the warm vegetables against the cool cheese.