Preheat the oven to 400°F (200°C).

If your vegetables are not already sliced, slice 2 small zucchinis, 2 red peppers, 8 ounces baby portobello mushrooms, and 1 small onion.

Arrange the sliced vegetables on a large baking sheet. Drizzle with 1 tablespoon olive oil and 2 tablespoons balsamic vinegar. Sprinkle with 1/2 teaspoon salt and 1/4 teaspoon black pepper, then toss the vegetables on the sheet until evenly coated.

Spread the vegetables in a single layer and roast in the preheated oven for 20 minutes, stirring once or twice during roasting so they brown evenly.

While the vegetables roast, warm 4 whole wheat pitas until heated and pliable (use the oven, a skillet, toaster, or microwave).

Remove the roasted vegetables from the oven and let them cool slightly. Open or slice each warmed pita.

Assemble the sandwiches: place lettuce into each pita, divide the roasted vegetables evenly among the 4 pitas, sprinkle with 1/2 cup crumbled feta cheese, and serve with tzatziki sauce (inside the pita or on the side).