01 - Set the oven to 400°F.
02 - In a bowl, toss cherry tomatoes, red bell pepper, zucchini, and red onion with 1 tablespoon olive oil, dried oregano, dried thyme, salt, and black pepper.
03 - Spread seasoned vegetables onto a baking sheet and roast for 20 minutes, stirring halfway until tender and caramelized. Remove and set aside.
04 - Lower the oven temperature to 350°F.
05 - Whisk together eggs, whole milk, and a pinch of salt and pepper in a large bowl until combined.
06 - Heat 1 tablespoon olive oil in a 10-inch oven-safe skillet over medium heat. Add the roasted vegetables and baby spinach; cook until spinach wilts, about 2 minutes.
07 - Pour the egg mixture evenly over the vegetables in the skillet. Cook without stirring for 2 to 3 minutes until edges begin to set.
08 - Evenly sprinkle crumbled feta cheese over the egg mixture.
09 - Transfer the skillet to the oven and bake for 15 to 18 minutes until the center is just set.
10 - Allow the frittata to cool for 5 minutes before slicing and serving.