Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
Dice the red bell pepper, zucchini, and red onion into half-inch bite-sized pieces.
Toss the vegetables on the baking sheet with olive oil, dried oregano, and half of the sea salt and black pepper.
Roast the vegetables for 15-20 minutes, tossing halfway through, until they are tender and slightly caramelized.
In a medium bowl, whisk together the whole eggs and egg whites until the mixture is uniform and frothy.
Heat a large non-stick skillet over medium-low heat and pour in the egg mixture.
Using a silicone spatula, gently push the eggs from the edges toward the center to create soft curds.
When the eggs are nearly set but still look slightly moist, fold in the roasted vegetables and the crumbled feta cheese.
Remove from heat immediately, season with the remaining salt and pepper, and serve warm.