Preheat your oven to 200℃ (180℃ fan forced). Line a large baking tray with baking paper. Spread the vegetables out in a single layer, drizzle with olive oil, season with salt and pepper, then toss to coat evenly. Roast for 45 to 55 minutes, or until tender and lightly charred around the edges. Remove from the oven and allow to cool completely.
In a large bowl, whisk together the eggs and cream until smooth and well combined. Season with salt and pepper. Add the cooled vegetables, spinach, and half of the fetta, then gently fold everything together until evenly mixed. Set aside.
Lightly grease a deep 22cm springform tin or pie dish. Lay one sheet of filo pastry into the tin and brush lightly with melted butter. Place the next sheet on top, rotating it slightly so it covers a different angle of the tin. Repeat with the remaining sheets, brushing each one with butter and allowing the edges to overhang the sides.
Pour the prepared filling into the filo-lined tin and spread it out evenly. Fold the overhanging pastry inwards over the filling, leaving some of the centre exposed. Sprinkle over the remaining feta and a little extra black pepper.
Place the tin onto a baking tray to catch any drips. Bake for 1 hour 15 minutes to 1 hour 30 minutes, or until the centre of the quiche is fully set and the pastry is golden and crisp. If the top starts to brown too quickly, cover loosely with foil and continue baking.
Remove from the oven and allow the quiche to rest in the tin for at least 10 to 15 minutes before removing. This helps the filling firm up and makes slicing much easier. Cut into wedges and serve.