Place olive oil in a sauté pan over medium heat. Place onions, bell peppers, and zucchini in the pan and cook for 5 to 8 minutes, until softened and onions are slightly translucent. Whisk eggs with milk, salt, pepper, and parmesan and add in the vegetables and stir.
Place egg mixture into 8 individual ramekins spaced out on a baking tray. Cook for 16-18 minutes, until set in the centers. Frittatas can be served warm or cold and will keep well in the fridge for up to one day. Enjoy!