Get all of your vegetables prepped and ready to go. Heat 1 tablespoon of olive oil in a large nonstick skillet over medium heat, add the mushrooms, peppers, and onions, saute for 3 minutes. Add the zucchini and saute for another 3-5 minutes letting the vegetables get a little brown but take care not to burn. Season them with salt and pepper and reserve.
Toss the lettuce with the remaining oil and lime juice and season with salt and pepper. Divide the lettuce between the plates and add split the feta and avocado between them. Top with the warm veggies and enjoy!