Preheat your oven to 350°F (180°C).
In a large bowl, whisk together the eggs, milk, salt, and pepper until well combined.
Heat some olive oil in a large oven-safe skillet over medium heat.
Add the diced vegetables to the skillet and cook until they are softened, about 5 minutes.
Pour the egg mixture into the skillet, making sure it covers the vegetables evenly.
Sprinkle the shredded cheese on top of the egg mixture.
Cook the frittata on the stovetop for 3-4 minutes, until the edges start to set.
Transfer the skillet to the preheated oven and bake for 15-20 minutes, or until the frittata is set and slightly golden on top.
Remove the skillet from the oven and let the frittata cool for a few minutes before slicing and serving.
Enjoy!