Preheat oven to 400F. Spray a large baking pan with non-stick spray, such as this olive oil spray.
Remove the seeds from the bell peppers and chop the bell peppers into 1-2 inch pieces. Slice the zucchini into 1/3 inch slices. Cut the baby bella mushrooms in half if they are large.
Toss all the vegetables and the chopped bacon into the prepared baking pan. Season with salt and pepper, if desired. Bake for 15-20 minutes, or until the bacon is fully cooked and crispy and the vegetables are roasted to your liking. Carefully transfer to a large dish lined with a paper towel to absorb the bacon grease.