Preheat the oven to 350°F (175°C).
In a bowl, whisk together eggs and milk. Season with salt and pepper.
Heat olive oil in an oven-safe skillet over medium heat. Add onions and bell peppers, cook until softened.
Add mushrooms and spinach, cook until mushrooms are golden brown and spinach is wilted.
Pour the egg mixture over the vegetables in the skillet.
Arrange cherry tomatoes and crumbled feta cheese on top.
Cook on the stovetop for 3-4 minutes, then transfer to the oven.
Bake for 15-20 minutes or until the frittata is set and golden brown on top.
Remove from the oven and let it cool for a few minutes before slicing.
Serve hot and enjoy!