Preheat oven to 220°C. Preheat a large baking tray in the oven for 5 minutes.
Spread the pasta sauce evenly over the pizza bases. Arrange the capsicum, zucchini and olives on top. Sprinkle with the feta and season with pepper.
Place the pizzas on the prepared tray. Bake in oven for 8-10 minutes or until the bases are crisp and golden. Top the pizzas with the baby rocket leaves. Cut into pieces and serve immediately.