Preheat oven to low broil setting.
In an oven-safe skillet over medium heat, heat the olive oil. Add the onion, bell pepper, asparagus, broccoli, and salt and pepper. Cook until vegetables are tender, about 5-7 minutes.
While the vegetables are cooking, whisk together the eggs, milk, and cheese in a medium bowl until everything is well combined.
Add the egg mixture to the pan and gently (but quickly) stir everything together (you don't want to make scrambled eggs; you just want the vegetables to be evenly distributed). Cook until the bottom is set and the top begins to set, about 5-7 minutes. Add the pan to the oven and cook until the top is set and looks fluffy, about 3-5 minutes longer.
Serve immediately.