Step 1

Preheat the oven to 400 degrees F (200 degrees C).

Step 2

Place sausage, zucchini, grape tomatoes, and red onion on a rimmed baking sheet. Drizzle with olive oil and toss to combine. Spread into a single layer.

Step 3

Roast in the preheated oven until browned around the edges, about 7 minutes.

Step 4

Remove sausage mixture from the oven and reduce heat to 375 degrees F (190 degrees C).

Step 5

Whisk eggs, milk, salt, and pepper together in a bowl. Pour evenly over the sausage mixture and sprinkle feta cheese over top.

Step 6

Return to the oven and bake until eggs are set, 17 to 20 minutes.

Step 7

Sprinkle with dill and serve.