Preheat the oven to 350 degrees. Heat the coconut oil in a skillet, and add the onions. Saute for 2 minutes. Add in the zucchini, eggplant, and mushrooms, and cook for another 3-5 minutes until all the vegetables have softened.
Spread the whole wheat wrap out on a piece of aluminum foil. Spoon the vegetables into the wrap.
Next add in the black beans.
Add in the avocado and spread it on top of the black beans.
Place the fresh cilantro leaves on top of the avocado.
Lastly, spread the salsa on top.
Begin by rolling one side of the burrito on top of the fillings.
Next fold each side in.
Then wrap the other side on top of the folded sides, and wrap the foil around it to secure the burrito shape.
Bake in the foil for 15 minutes. Serve and enjoy.