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 uniform bite-sized pieces.
Toss the vegetables on the baking sheet with olive oil, sea salt, black pepper, and dried oregano until evenly coated.
Roast the vegetables for 15 minutes until they are tender and just starting to brown at the edges.
While vegetables roast, whisk together the 3 whole eggs and the liquid egg whites in a medium bowl until well combined.
Transfer the roasted vegetables into a small oven-safe skillet or deep baking dish.
Pour the egg mixture over the vegetables and sprinkle the crumbled feta cheese across the top.
Place the dish back into the oven and bake for 12-15 minutes, or until the eggs are fully set and the top is lightly golden.
Allow the dish to cool for 2 minutes before slicing and serving warm.