Preheat the oven to 400 degrees F (200 degrees C). Line a sheet pan with foil or parchment paper.
In a large bowl, combine parsley, rosemary, oregano, dill, mint, salt, and pepper. Stir to combine. Set aside 2 tablespoons of herbs to use with vegetables later in the recipe.
To the large bowl, add breadcrumbs, shallot, garlic, and lemon zest; stir to combine. Whisk beaten egg with 1 tablespoon olive oil, and stir into the breadcrumb mixture. Add ground turkey.
Mix all ingredients well using your hands. If meatballs seem too wet, work in another tablespoon of bread crumbs. Form into 18 (1 1/4-inch) meatballs and place on the prepared pan. Spray meatballs with olive oil spray.
Bake in the preheated oven for 15 minutes.
Meanwhile, combine lemon juice, reserved 2 tablespoons herb mixture, and remaining 1 tablespoon olive oil, and toss with red pepper, green pepper, red onion, and zucchini slices.
Remove meatballs from the oven; distribute vegetables around the meatballs on the pan.
Return the pan to the oven; continue baking until vegetables are tender and meatballs are no longer pink in the center, about 15 minutes. An instant-read thermometer inserted into the center should read at least 160 degrees F (70 degrees C).
Sprinkle with crumbled feta cheese, chopped tomatoes, and olives. Serve warm.