Preheat oven to 400°F
Spray a 9x13" glass baking dish with cooking spray, or spread 2 tablespoons of olive oil evenly across the bottom of the dish. Place mushroom caps in dish, stem side up. Stir marinage, and pour over mushrooms into the gills, trying not to spill outside the caps. Cover with aluminum foil. Set aside.
Toss onion slices, zucchini and red pepper with remaining 2 tablespoons of olive oil in a large bowl. Season with salt and pepper. Transfer to a rimmed baking sheet.
Place vegetables and mushrooms in oven at the same time, with mushrooms on the higher of the two racks. Roast the vegetables, stirring occasionally, until tender and starting to just brown, 30-35 minutes.
Roast the mushrooms, at the same time, but keep covered with foil. Remove when just tender, approximately 30-40 minutes.
Reduce oven temperature to 375°F.
Meanwhile, pulse olives in food processor with 1 tablespoon olive oil for 10 seconds. Transfer to a small bowl.