In a large bowl, whisk together the eggs, milk, and a pinch of salt and pepper until well combined. Set aside.
Heat the olive oil in a 10-inch oven-safe skillet (like cast iron) over medium heat. Add the diced onion and bell pepper, and sauté for 3-4 minutes until softened.
Stir in the chopped spinach and cherry tomatoes. Cook for another 2 minutes until the spinach wilts slightly.
Pour the egg mixture evenly over the vegetables in the skillet. Sprinkle the shredded cheddar cheese on top (if using).
Cook on the stovetop for 3-4 minutes, until the edges start to set.
Transfer the skillet to the preheated oven and bake for 10-12 minutes, or until the frittata is fully set and slightly golden on top.
Remove from the oven, let cool for a few minutes, then slice into wedges. Serve warm and enjoy your veggie frittata!