Heat oil in an oven-safe skillet (I use cast iron) over medium high heat. Add onion, bell pepper, garlic and zucchini. Cook 5 minutes, stirring occasionally. Reduce heat to medium low, cover, and cook an additional 5 minutes until zucchini is crisp tender. Add tomato sauce, parsley, basil, and oregano. Simmer, uncovered for 5 minutes until sauce thickens slightly.
In a bowl, combine eggs, milk, salt and pepper. Whisk until blended. Pour over mixture in skillet. Cook until eggs are set, but still moist on top. Sprinkle cheese on top.
Meanwhile, preheat broiler. Place skillet under broiler and broil until cheese melts, about 1 minute. Cut into wedges and serve.