Spread the cherry tomatoes, red bell pepper, and zucchini on a baking sheet. Drizzle with 1 tablespoon of olive oil, and sprinkle with half the salt and pepper. Roast for 20-25 minutes, until tender and slightly charred.
While the vegetables are roasting, cook the lentils in a saucepan with 2 cups of water and a pinch of salt. Bring to a boil, then reduce heat and simmer for 20 minutes or until tender. Drain and set aside.
In a large mixing bowl, combine the roasted vegetables, cooked lentils, remaining olive oil, lemon juice, and the rest of the salt and pepper. Toss well.
Top with crumbled feta cheese and chopped parsley. Serve warm or at room temperature.