Heat the oil in a large pan, fry the onion for 2-3 minutes until lightly browned, add the courgettes, mushrooms and peppers and cook for 5 minutes.
Add the tomatoes, puree, wine, beans and herbs. Bring to the boil, season to taste and pour into the Pyrex roaster. Cover with foil and cook in the preheated oven for 25-30 minutes. Test the vegetables to see that they are cooked and remove the foil.
Beat the yogurt with the egg and seasonings, pour over the top and place under a preheated grill until the topping is lightly browned and set.