Preheat oven to 400°F. Melt butter in a 12-inch nonstick ovenproof skillet over medium heat. Add all vegetables and sauté, stirring occasionally, until crisp tender, about 10 minutes.
Whisk eggs with milk, mustard, salt and pepper. Pour egg mixture over vegetables in skillet, redistributing vegetables if necessary. Sprinkle feta evenly over frittata mixture. Cook, without stirring, until mixture firms up around edges, about 3 minutes.
Place skillet in oven and bake until frittata center is set, 10 to 12 minutes. Serve hot or at room temperature.