Heat oven to 450 degrees. Spray two 15 x 11-inch baking pans with nonstick cooking spray.
Place zucchini, squash, carrots and red peppers in a large bowl. Toss with 2 tablespoons of the dressing. Spoon vegetables evenly into prepared baking pans and season with pepper and salt. Roast at 450° for 30 minutes, turning once after 15 minutes.
While vegetables are roasting, place shrimp in a resealable plastic food-storage bag with 2 tablespoons of the dressing. Shake to coat. Marinate in refrigerator 15 minutes.
Grill or broil shrimp for 2 minutes per side. Set aside.
Evenly distribute watercress among 6 large salad plates and top with roasted vegetables. Drizzle each with 1 tablespoon of remaining dressing. Scatter cooked shrimp and feta over each salad. Serve immediately.
