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 small, uniform bite-sized pieces.
On the baking sheet, toss the diced vegetables with olive oil, dried oregano, and half of the sea salt and black pepper.
Roast the vegetables in the oven for 15 to 18 minutes until they are tender and the edges are slightly caramelized.
While the vegetables roast, whisk together the whole eggs and egg whites in a medium bowl until well combined and frothy.
Heat a large non-stick skillet over medium-low heat.
Pour the egg mixture into the skillet and let it sit for 30 seconds before gently stirring with a silicone spatula.
When the eggs are halfway cooked, fold in the roasted vegetables from the oven.
Continue to cook until the eggs are just set, then sprinkle with crumbled feta cheese and the remaining salt and pepper before serving hot.