Preheat your oven to 375°F.
In a large skillet, heat the olive oil over medium heat. Add the diced onion and garlic, cooking until the onion is translucent, about 3-4 minutes.
Add the ground turkey to the skillet, breaking it apart with a spoon. Cook until browned, about 5-7 minutes.
Stir in the diced carrot, zucchini, and red bell pepper. Cook for an additional 5 minutes until the vegetables begin to soften.
Add the crushed tomatoes, tomato paste, oregano, basil, salt, and pepper. Simmer the mixture for 10 minutes, stirring occasionally.
While the sauce simmers, cook the penne pasta according to package instructions until al dente. Drain and set aside.
Combine the cooked pasta with the turkey bolognese sauce in the skillet, mixing well.
Transfer the mixture to a greased 9x13 inch baking dish. Sprinkle the mozzarella and Parmesan cheese evenly over the top.
Bake in the preheated oven for 25-30 minutes, or until the cheese is bubbly and golden brown.
Let it cool for a few minutes before serving.