Pre-heat the oven to 400F. Prepare a baking dish lined with some parchment paper or a silicone mat.
Wash the vegetables with water except for the mushrooms; use a damped paper towel to clean them.
Using a board and a knife, chop tomatoes, pepper, mushrooms, and the garlic cloves into small pieces.
Cut the zucchinis in half in the length and, using a teaspoon, carve the flesh of the zucchini, keeping about a quarter of an inch thick of the zucchini. Save half of it for the stuffing.
In a bowl, mix the reserved zucchini flesh, vegetables, bread crumbs, and season with salt and pepper.
Fill up generously the zucchini halves with the stuffing. Place them on the baking dish.
Drizzle with olive oil.
Season with oregano, salt, and pepper.
Bake for 25 minutes
Sprinkle with feta before serving; enjoy!