Prep: Preheat oven to 400°F (204°C). Cut spaghetti squash in half lengthwise and scoop out the seeds. Drizzle the inside with olive oil and rub to evenly coat. Place cut-side down on a baking sheet and prick the outside with a fork. Spread tomatoes onto the same baking sheet.
Roast: Roast for about 30 minutes, or until squash is fork tender but still a little firm. Tomatoes should be burst and lightly browned. When finished, flip over squash and allow to cool enough to touch.
Broccoli: Meanwhile, place broccoli in a microwave-safe bowl and cover with plastic wrap. Microwave on high for 3 minutes until broccoli is tender.
Saute: Lightly grease a large saute pan and set over medium heat. Add broccoli and spinach, cooking until spinach has reduced in size, just a minute or so.
Spaghettify: Use a fork to scrape strands from the inside of the spaghetti squash. Transfer strands to a separate bowl, leaving about ¼ inch of flesh in the squash to support your bowls.
Assemble: Add spaghetti squash noodles, roasted tomatoes, pesto, and feta to the pan with the spinach and broccoli. Gently stir to combine, optionally spooning back into the spaghetti squash shells to serve.
Store leftovers in an airtight container in the refrigerator for 4 to 5 days.