Preheat oven to 425 degrees F. Place the zucchini, red pepper, onion and mushroom on a baking sheet. Toss with 2 tablespoons olive oil, 1-tablespoon oregano, salt and pepper.
Roast in the oven until tender, about 30-35 minutes.
Meanwhile, heat 1-tablespoon olive oil in a saucepan over medium heat. Add the garlic and fry about 1-minute. Add the grated tomatoes, crushed tomatoes, salt and pepper. Simmer uncovered for 15 minutes. Set the tomato sauce aside.
Cook the pasta in a large pot of boiling salted water until al dente (al dente means pasta that have been cooked so as to be firm but not hard) or cook the pasta according to the package directions. Drain and set aside.
In a large bowl, toss the drained pasta with the roasted vegetables, tomato sauce, 1-tablespoon oregano, Parmesan cheese and 1 1/2 cups mozzarella cheese. Gently mix them. Taste and adjust seasonings.
Preheat oven to 370 degrees F. Place the pasta into a large baking dish and top with remaining mozzarella. Bake uncovered until top is golden and the cheese melts, about 20 minutes. Let stand 5 minutes before serving the Penne.