Preheat the oven to 400° F.
Slice the vegetables into even ½-inch pieces so that they roast evenly.
Spread the vegetables onto a sheet pan. Drizzle with 1 tablespoon olive oil, salt, and pepper and toss to coat. Be sure the pan is not overcrowded, otherwise, the vegetables will steam, rather than roast and get caramelized.
Roast for 20 - 25 minutes, flipping the vegetables once during roasting at the 12-minute mark.
Meanwhile, rinse and drain the lentils and place them into a large bowl. Add arugula and feta cheese to the bowl.
Once the veggies are roasted, add to the lentil salad, toss to combine, and drizzle with the remaining 1 tablespoon of olive oil. Add extra salt and pepper to taste.