Preheat and Prepare: Preheat your oven to 375°F (190°C). In a bowl, whisk together the eggs, milk, salt, and pepper until well combined.
Cook the Vegetables: In an oven-safe skillet, heat olive oil or butter over medium heat. Add the onions and cook until they’re translucent. Next, add the bell peppers, zucchini, and cherry tomatoes. Saute the vegetables for about 5 minutes, or until they are tender.
Add the Egg Mixture: Pour the egg mixture evenly over the vegetables in the skillet. Sprinkle the shredded cheese on top.
Bake: Transfer the skillet to the oven and bake for about 12-15 minutes, or until the frittata is fully set in the center and lightly golden around the edges.
Serve: Remove from the oven, let it cool slightly, and garnish with fresh herbs if desired. Cut into wedges and serve warm.