01 - Preheat oven to 400°F. Line a baking sheet with parchment paper. Toss bell pepper, zucchini, red onion, and cherry tomatoes with olive oil, salt, and black pepper. Arrange vegetables in a single layer on the baking sheet.
02 - Roast vegetables for 18 to 20 minutes until tender and caramelized. Remove from oven and reduce temperature to 350°F.
03 - In a large bowl, whisk together eggs, whole milk, salt, black pepper, and thyme until homogeneous.
04 - Lightly grease a 9-inch ovenproof skillet or baking dish.
05 - Spread roasted vegetables evenly in the skillet. Pour egg mixture over the vegetables. Sprinkle crumbled goat cheese on top.
06 - Bake at 350°F for 18 to 22 minutes until the center is just set.
07 - Let cool for 5 minutes. Garnish with fresh basil or parsley if desired. Slice and serve warm or at room temperature.