Trim stems and roots, drizzle with olive oil, and wrap in parchment-lined foil. Roast at 450 degrees until tender, about 1 hour. Let cool slightly, and then peel.
Cut tomatoes in half; remove seeds and stems. Place on parchment-lined baking sheet, cut side up; drizzle with olive oil and fresh herbs such as marjoram or thyme. Roast at 400 degrees for 5 minutes, then reduce heat to 325 degrees for 1 hour.
Peel carrots, and toss in a baking pan with olive oil, salt, and pepper. Roast at 400 degrees, turning occasionally, until tender and caramelized to an amber brown, about 35 minutes.
Cut zucchini into 1-inch-thick rounds. Toss in a baking pan with olive oil, salt, and pepper. Roast at 450 degrees, turning occasionally, until caramelized, about 15 minutes.
Trim tops about 1/4 inch. Place in baking dish, drizzle with olive oil, and cover with foil. Roast at 425 degrees until soft, about 40 minutes. Squeeze cloves out of skin.
Halve peppers; remove seeds and ribs. Place cut side down on a baking sheet, and roast at 500 degrees until charred, about 15 minutes. Cool, peel, and slice.
Cut onions into wedges, leaving root ends intact, and peel. Toss in olive oil in a baking pan. Roast at 400 degrees until caramelized, about 50 minutes, turning occasionally. Puree in a food processor; store up to 1 week in the refrigerator.
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