-You can use any vegetables you want here: zucchini, eggplant, tomatoes and beets would be great here, too. If you’re doing beets, though, I would recommend either doing golden ones or roasting the red ones separately so they don’t dye everything pink.
-Can’t speak from experience, but I think Halloumi would be awesome in this. You’d probably want to put the cheese on top of the vegetables after you toss them halfway through their roasting so it gets soft and tanned.
-If you’re doing gluten free, make sure that your feta and Greek yogurt don’t have any additives that contain gluten. If you’re leery of the vinegar just add a little extra lemon juice.