Preheat the oven to 400°F (200°C).
Toss the diced zucchini and chopped onion with olive oil, salt, and pepper on a baking sheet.
Add minced garlic to the baking sheet, and spread the vegetables out in a single layer.
Roast the vegetables in the preheated oven for 25-30 minutes, until tender and slightly browned.
In a large pot, combine the roasted vegetables with the vegetable broth and bring to a simmer.
Remove from heat and stir in the crumbled feta cheese and chopped dill.
Use an immersion blender or transfer to a blender and puree until smooth.
Taste and adjust seasoning with more salt and pepper if necessary.
Serve warm, garnished with additional feta and dill if desired.