Preheat your oven to 400°F and line a large rimmed baking sheet with parchment paper.
Dice the red bell pepper, zucchini, and red onion into uniform half-inch 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 18 to 20 minutes, tossing halfway through, until they are tender and show light golden-brown edges.
While the vegetables roast, whisk the whole eggs and egg whites together in a medium bowl until the mixture is frothy and well-combined.
Heat a large non-stick skillet over medium-low heat and pour in the egg mixture.
Allow the eggs to set for 30 seconds, then use a silicone spatula to gently push the eggs toward the center, creating soft, large curds.
When the eggs are almost fully cooked but still slightly moist, fold in the roasted vegetables and the crumbled feta cheese.
Remove the skillet from the heat immediately to prevent overcooking and serve while warm.