Preheat the oven to 200℃ (180℃ fan forced). Line a large baking tray with baking paper. Place vegetables onto tray, drizzle with a little olive oil and season with salt and pepper. Bake in the oven for 50 minutes or until tender and lightly charred in spots. Remove and allow to completely cool.
Whisk eggs and cream in a large bowl. Season with salt and pepper then add the cooled vegetables, spinach and half of the crumbled feta, stirring gently to combine. Set aside.
Preheat oven to 200℃ (180℃ fan forced). Lightly grease a 22cm round springform tin or pie dish with non-stick cooking spray. Lay one sheet of fillo out on a clean work surface and brush with melted butter. Place directly over the centre of the pan so the two short ends are hanging over the edges. Repeat with remaining sheets of fillo pastry, rotating each slightly to cover the whole pan.
Pour the vegetable filling into the fillo pastry shell. Sprinkle with remaining feta and a little cracked black pepper and gently tuck in the overhanging pastry. Place onto a baking tray and bake in the oven for 1 hr 15-30 minutes or until the centre of the quiche has set and the pastry is golden brown and crisp. (cover with foil if browning too fast but filling hasn't set)
Remove from oven and let stand for 10-15 minutes before releasing the sides of the tin. Cut into wedges to serve. Serve with a mixed green salad.