Spread the onion, zucchini, eggplant and capsicum out onto two baking trays with rims; drizzle vegetables with olive oil then sprinkle with salt and black pepper.
Roast the vegetables in the preheated oven until soft and starting to brown, 20 to 25 minutes; stir and turn over vegetables after about 10 minutes of baking. Decrease oven temperature to 190 degrees C.
While vegetables are roasting, fill a saucepan with lightly salted water then bring to a rolling boil over high heat. Once the water is boiling, stir in the penne then return to a boil. Cook the pasta uncovered, stirring occasionally, until the pasta has cooked through but is still firm to the bite, about 11 minutes. Drain well in a colander set in the sink.
Grease a baking dish. In a saucepan, mix together the Alfredo sauce with chicken broth then bring to a boil. Pour the sauce mixture into a large bowl then stir in the roasted vegetables, penne pasta, 1/4 cup of Parmesan cheese and 1/4 cup of mozzarella cheese until thoroughly combined. Spoon the mixture into the prepared baking dish; sprinkle top evenly with breadcrumbs. Cover the dish.
Bake in the hot oven until mixture is bubbling, about 30 minutes. Remove cover then sprinkle top of casserole with remaining 1/4 cup of Parmesan and 1/4 cup of mozzarella cheeses; return to oven then bake until the top is lightly browned and the cheese has melted, 5 to 10 more minutes.