Preheat the oven to 425°F and line a sheet pan with parchment paper. In a large bowl, toss the bell peppers, zucchini, red onion, and cherry tomatoes with olive oil, garlic, oregano, paprika, salt, and pepper.
Spread the vegetables evenly on the sheet pan and roast for 15 minutes, until they begin to soften and caramelize. Remove the pan from the oven and create 8 small wells among the vegetables.
Crack the eggs into the wells, being careful not to break the yolks. Sprinkle the crumbled feta around the vegetables and return to the oven for 5-8 minutes, until the egg whites are set but the yolks are still slightly runny.
Remove from the oven and sprinkle with fresh parsley. Serve immediately with crusty bread for a satisfying meal that works any time of day.