Preheat oven to 425 degrees.
Line a large baking sheet with parchment paper.
Cut the shallots, red pepper, zucchini, and mushrooms into medium sized pieces suitable for roasting.
Sprinkle some olive oil inside a medium-sized plastic bag, suitable for tossing the vegetables.
Put the chopped vegetables in the bag and sprinkle with the Italian seasoning and ground black pepper. Toss the vegetables to coat them with the seasonings.
Roast the vegetables for about 20-25 minutes, turning once about halfway through, and they are ready to serve.