Preheat the oven to 400 degrees Fahrenheit.
Slice the ends off the zucchini and discard. Slice the zucchini in half lengthwise, then across each half to create half moon shapes roughly 1/2 an inch thick. Thinly slice the onion. Heat the oil in a large oven proof skillet over a medium heat and add the onion, zucchini and oregano. Stir to combine and cook for 2-3 minutes until tender.
Whilst the zucchini is cooking, add the eggs to a mixing bowl and season with salt and pepper. Beat together to combine.
Halve the olives and roughly chop the tomatoes. Add to the skillet and stir to combine, cooking for a minute or so more.
Crumble the cheese into the eggs and stir well.
Pour the beaten egg mixture over the vegetables and turn the heat to medium. Once the egg starts to set around the edges, use a spatula to carefully ease the cooked egg away from the side of the pan, allowing any uncooked egg to flow underneath.
Once the omelette is almost cooked with just a thin layer of liquid remaining, transfer to the oven to finish baking for a further 4-5 minutes until cooked through and golden brown all over.