Preheat your oven to 375°F (190°C).
In a large bowl, whisk together the eggs, milk, salt, and pepper until well combined. Set aside.
In a large oven-safe skillet, heat the olive oil over medium heat. Add the diced onion and bell pepper, and sauté for about 3-4 minutes until softened.
Add the asparagus and cook for an additional 2-3 minutes until slightly tender.
Stir in the chopped spinach and cherry tomatoes, cooking for another minute until the spinach wilts.
Pour the egg mixture over the sautéed vegetables in the skillet, making sure the vegetables are evenly distributed.
Sprinkle the shredded cheese on top of the egg mixture.
Cook on the stovetop for about 2-3 minutes until the edges begin to set.
Transfer the skillet to the preheated oven and bake for 15-20 minutes, or until the frittata is puffed and the center is set.
Remove from the oven and let it cool for a few minutes before slicing. Serve warm or at room temperature.