Combine the rice and water in a medium-sized saucepan. Bring to a boil, cover, and reduce heat to low. Let simmer for 40 minutes and then take off the heat and let the rice sit for 10 minutes.
Add all the veggies to a large baking sheet* and drizzle with olive oil. Mix with your hands until all the vegetables are lightly coated. Sprinkle with the salt and pepper and mix again. Bake for 15 to 25 minutes (it depends on how crowded the baking sheet is) or until the bottom of the broccolini stalks are tender and the tops are slightly crispy.