Preheat oven to 400 degrees F and spray large baking dish with cooking spray. Place potatoes, zucchini and cauliflower in a large bowl. Set aside.
In a medium bowl, whisk the egg. Then add Greek yogurt, cornstarch, garlic, dil, salt and pepper; whisk until well combined. Add 1/2 cup cheese and stir to combine. Pour over vegetables and gently mix with spatula until well coated.
Transfer mixture to previously prepared baking dish, tightly cover with foil and bake for 1 hour. Poke potato with a fork to check if it is ready and bake longer until potatoes are cooked, if necessary (my baking dish wasn’t deep enough and it took 1 hr 15 mins for me).
Remove foil, sprinkle top with remaining 1/2 cup of cheese and broil on High until cheese has melted. Serve hot or warm, with salad or any meat.