Heat oven to 400°F. Heat oil in medium skillet over medium-high heat until hot. Add carrots, zucchini, bell pepper and onion; cook and stir 2 to 3 minutes or until vegetables are crisp-tender.
Arrange orange roughy fillets in ungreased 13x9-inch (3-quart) glass baking dish. If desired, sprinkle each fillet with salt and pepper. Top each with 1/4 of vegetable mixture, tarragon and butter.
Bake at 400°F. for 15 to 20 minutes or until fish flakes easily with fork.