Preheat your oven to 400°F (200°C) and line a small baking sheet with parchment paper.
Dice the zucchini, red bell pepper, and red onion into bite-sized pieces.
Toss the vegetables on the baking sheet with the extra virgin olive oil, sea salt, and black pepper.
Roast the vegetables for 15-20 minutes until they are tender and slightly caramelized at the edges.
While the vegetables roast, whisk together the whole eggs, egg whites, and plain Greek yogurt in a bowl until completely smooth.
Heat a non-stick skillet over medium-low heat. Pour in the egg mixture and let it sit for 30 seconds.
Using a silicone spatula, gently push the eggs from the edges toward the center, creating soft curds.
When the eggs are nearly set but still moist, fold in the roasted vegetables and crumbled feta cheese.
Remove from heat immediately to prevent overcooking, garnish with fresh chives, and serve warm.