Preheat the oven to 400 degrees. Put the fish in a large roasting pan and season inside and out with salt and pepper. Fill the cavities with the herb sprigs. Scatter the tomatoes, onion, zucchini, and squash over the fish and on the bottom of the roasting pan; season with salt and pepper. Generously drizzle the fish and vegetables with olive oil and sprinkle with 1/2 tablespoon of the oregano. Roast for about 45 minutes, stirring the vegetables in the pan a few times, until the fish is just cooked through and the flesh flakes easily with a fork.

Meanwhile, in a bowl, stir the lemon juice with the mustard, the 2 tablespoons of olive oil, and the remaining 1/2 tablespoon of oregano. Stir in the yogurt and season with salt and pepper.

Transfer the fish to a work surface. Scrape the vegetables and pan juices into a bowl and discard the herb sprigs. Remove the fish fillets from the bones; transfer to plates. Sprinkle the vegetables and fish with the chopped herbs. Pass the ladolemono yogurt at the table and serve with lemon wedges.