Prep the shells: Heat oven to 425°F (220°C). Lightly oil a large high-sided roasting pan (use 1 tsp oil). Slice tops from peppers and tomatoes; scoop tomato pulp/juices into a bowl and reserve. Set hollow peppers and tomatoes upright in the pan; keep the tops as lids.
Par-cook grains and lentils: In a saucepan, cover lentils with cold water by 2 inches. Bring to a boil, then simmer 10 minutes. Add rinsed brown rice and ½–¾ cup reserved tomato liquid; simmer 8–10 minutes more until grains are ~70% cooked. Drain well (reserve remaining tomato liquid).
Start the wedges: On a rimmed sheet pan, toss potato wedges with 1 tbsp olive oil, ¼ tsp salt, ¼ tsp pepper, and ¼ tsp paprika. Roast 20 minutes at 425°F, flipping once. They will finish with the gemista.
Build the sofrito: In a skillet over medium heat, warm 1 tbsp olive oil. Sauté onion with half the garlic, ½ tsp oregano, and ¾ tsp paprika until glossy, 4–5 minutes. Fold in grated zucchini; cook 1–2 minutes to drive off moisture. Transfer to a large bowl.
Make the filling: Add par-cooked grains and lentils, mashed chickpeas, parsley, mint, lemon zest, ½ tsp salt, ¼ tsp pepper, and 1 tsp olive oil. Toss to combine; add a spoon or two of reserved tomato liquid only if dry.
Stuff and nestle: Loosely fill peppers and tomatoes to about 90% (grains will expand slightly). Cap each with its reserved lid. Tuck the par-roasted potatoes between the stuffed vegetables in the roasting pan.
Sauce, steam, and char: Whisk crushed tomatoes, ½ cup water, remaining oregano, remaining garlic, and the remaining ¼ tsp each salt and pepper. Pour around (not over) the vegetables. Drizzle the last 1 tsp olive oil over the pan. Reduce oven to 400°F (205°C), cover tightly with foil, and bake 30–35 minutes. Uncover, increase heat to 425°F (220°C), and roast 20–25 minutes more until peppers and tomatoes are soft with blistered spots, potatoes are deep gold, and rice/lentils are fully tender.
Rest and serve: Rest 10 minutes to reabsorb juices. Spoon pan juices over everything. Shower with herbs and serve with lemon wedges. Add optional feta at the table if desired.