01 - Preheat oven to 400°F. Line a baking sheet with parchment paper.
02 - Toss diced bell pepper, zucchini, sliced red onion, and halved cherry tomatoes with olive oil, salt, and black pepper. Spread in a single layer on the prepared baking sheet. Roast for 18 to 20 minutes until vegetables are tender and slightly caramelized.
03 - Reduce oven temperature to 350°F.
04 - In a large bowl, whisk together eggs, whole milk, salt, black pepper, and thyme until fully combined.
05 - Lightly grease a 9-inch ovenproof skillet or baking dish.
06 - Evenly spread the roasted vegetables in the skillet. Pour the egg mixture on top, then sprinkle with crumbled goat cheese.
07 - Bake at 350°F for 18 to 22 minutes, until the frittata is just set in the center.
08 - Allow to cool for 5 minutes. Garnish with chopped fresh basil or parsley if desired. Slice and serve warm or at room temperature.