Looking to bake side dishes, having problems with dryness
To prevent the sticking, you might want to use a spray oil, maybe even just on the foil before you put the vegetables and potatoes on. It's a tiny amount of oil, not enough to make things noticeably greasy, but will be pretty effective. Another spray over the top will make them brown a little more nicely and may even prevent a little drying out. Alternatively, you can just toss them all in a bowl with a small amount of oil; it really doesn't take much, and I'd hardly describe it as "covering with a lot of oil."

As for preventing things from drying out, first and foremost, don't overcook them. Broccoli and onions both roast very nicely, but you definitely want to pull it out before it starts browning/burning too much. If you slice the potatoes thinly enough, they'll cook in roughly the same amount of time as the broccoli and onions. So if things are getting overcooked, just don't leave them in the oven as long.

You can also always try covering them. Another sheet of foil over the top will trap a fair amount of moisture, letting them steam a bit and probably preventing some burning as well.

(I suppose it's also possible that it's all drying out because you're cooking them too slowly, so they have plenty of time for moisture to escape, but that seems less likely given the way you described things.)