Preheat the oven to 400°F (200°C).
In a medium saucepan, combine the bulgur and vegetable broth. Bring to a boil over medium-high heat.
Reduce the heat to low, cover, and simmer for 12-15 minutes, or until the bulgur is tender and the liquid is absorbed. Remove from heat and let it sit for 5 minutes before fluffing with a fork.
Meanwhile, place the diced zucchini, red bell pepper, yellow bell pepper, red onion, and cherry tomatoes on a baking sheet. Drizzle with 2 tablespoons of olive oil and season with dried thyme, dried oregano, salt, and pepper. Toss to coat evenly.
Roast the vegetables in the preheated oven for 20-25 minutes, or until they are tender and slightly caramelized.
In a large bowl, combine the cooked bulgur, roasted vegetables, chopped parsley, dill, remaining 1 tablespoon of olive oil, and lemon juice. Toss to combine.
Serve the bulgur pilaf warm, and enjoy!