Heat oven to 450° F. On 2 rimmed baking sheets, toss the mushrooms, zucchini, and bell peppers with 2 tablespoons of the oil and ½ teaspoon salt. Roast, tossing once and rotating the sheets halfway through, until the vegetables are tender, 20 to 25 minutes. Transfer to a medium bowl.
Place the tortillas on the baking sheets. Dividing evenly, brush with the remaining tablespoon of oil, spread with the refried beans, and sprinkle with the Cheddar. Bake until the beans are warm and the Cheddar is melted, 5 to 7 minutes. Top with the vegetables, sour cream, cilantro, and hot sauce.