Bring a large pot of salted water to a boil and cook the penne until al dente, about 8 minutes. Drain and toss with a teaspoon of olive oil to prevent sticking.
Spread chopped zucchini and bell peppers on a baking sheet, drizzle with olive oil, and roast in the oven at 200°C (390°F) for 20-25 minutes until charred and tender. Let cool slightly.
In your blender, combine soaked cashews, plant milk, lemon juice, a pinch of salt, and blend until smooth and creamy—about 1-2 minutes. Adjust with more plant milk if needed.
In a skillet or saucepan, warm the tomato sauce over medium heat. Add minced garlic, dried oregano, basil, and a splash of olive oil. Simmer for about 10 minutes until fragrant and slightly thickened.
Stir the roasted vegetables into the simmering sauce, then fold in the cashew cream until well combined. Let it simmer for another 5 minutes to meld flavors.
Add the cooked pasta to the sauce mixture, folding gently to coat all the noodles evenly. Taste and season with salt and pepper as needed.
Transfer the pasta mixture into a large ovenproof dish, spreading it out evenly. Sprinkle with nutritional yeast and shredded vegan cheese if using.
Bake uncovered at 200°C (390°F) for 20 minutes, until bubbling and the top is golden. If adding vegan cheese, sprinkle it in the last 10 minutes of baking.
Remove from the oven and let rest for 5 minutes. This helps the sauce set and makes it easier to serve.
Garnish with fresh basil or additional herbs, then serve hot, enjoying the rich, smoky, cheesy aroma and gooey texture of this comforting vegan baked ziti.