1. Preheat oven to 350ºF with rack in center position. In a large bowl, beat eggs with milk, salt and pepper.
2. Warm oil in a 10-inch ovenproof skillet over medium heat. Add red pepper and onion and sauté until softened, about 7 minutes. Stir in spinach and sauté until wilted, about 2 minutes. Distribute vegetables evenly in skillet and pour in egg mixture. Crumble feta on top. Cook without stirring until eggs are just beginning to set around the edges, 2 to 3 minutes.
3. Place skillet in oven. Bake frittata until almost set in center, about 15 minutes. Turn broiler on high; broil frittata until top is golden brown, about 2 minutes, watching carefully to prevent over-browning. Remove from oven. Let frittata rest for 5 minutes before serving.