Preheat oven to 200 °C.
Place sweet potato, zucchini, and red onion on a lined baking tray, drizzle with 1 tablespoon olive oil and dried oregano. Roast for 20 minutes.
Add tomatoes and mushrooms on the tray and drizzle with 1 tablespoon olive oil, then return to the oven for a further 10-12 minutes until vegetables are tender and golden.
For the dressing, whisk capers, lemon juice, Dijon mustard and remaining 1 tablespoon olive oil.
In a large bowl, gently toss roasted vegetables, parsley, and spinach leaves. Add the feta and dressing and toss gently. Serve warm.