Lay spaghetti squash halves with cut sides down onto a baking sheet.
Bake squash in the preheated oven until a knife easily cuts the skin, about 45 minutes. Remove from oven and use a fork to pull and separate the strands of squash from the skin; set spaghetti squash aside in a large bowl and keep warm.
Heat vegetable oil in a skillet over medium heat; cook and stir asparagus, onion, and garlic until tender, about 10 minutes. Stir in fire-roasted tomatoes, feta cheese, and olives; cook until heated through, 3 to 5 minutes. Toss tomato mixture with spaghetti squash until thoroughly combined; season with salt and pepper before serving.