Grease a 9-inch spring-form pan or deep dish pie pan with olive oil.
Place tuna, bell pepper and zucchini in a medium bowl and stir to combine. Season with salt and pepper.
Sprinkle spaghetti with olive oil, salt and pepper, tossing to combine. Add egg and toss to coat. Place ¾ of the spaghetti in bottom of prepared pan. Spoon marinara sauce over spaghetti and top with tuna mixture. Sprinkle with half the cheese.
Place remaining spaghetti on top of tuna mixture to cover completely. Sprinkle with remaining cheese and cover loosely with foil. Bake for 20 minutes, remove foil and bake for another 20 minutes or until spaghetti is golden brown on top and filling is heated through.