1. Preheat oven to broil.
2. Coat bell pepper evenly with 1 teaspoon olive oil, and place on a baking sheet. Broil 3 inches from heat 10 minutes or until charred.
3. Remove pepper from oven, and place in a paper bag or bowl covered with plastic wrap; let steam for about 5 minutes. (This process will loosen the skin so it will be easier to peel.) Remove seeds; chop the pepper, and place in a large bowl. Set aside.
4. Reduce oven heat to 400°. Place yellow and zucchini squash cubes on a 15- x 10-inch jellyroll pan; add remaining 3 teaspoons olive oil, vinegar, and rosemary. Toss to coat vegetables evenly; add sea salt and pepper, and spread evenly in a single layer. Roast at 400° for 30 minutes, stirring several times while cooking, until vegetables are tender and light brown around the edges. Remove from oven; cool to room temperature.
5. Add squash (and any pan drippings from squash), feta, and additional salt and pepper to chopped bell pepper in bowl; toss gently to mix.
6. Remove stems and any discolored leaves from arugula, and place on individual serving plates or a large platter. Place a spoonful of squash mixture on top, and drizzle with a little olive oil and vinegar if needed. Serve warm or at room temperature.