01 - Set oven to 400°F and line a baking sheet with parchment paper.
02 - Toss bell pepper, zucchini, red onion, and cherry tomatoes with olive oil, salt, and black pepper; spread in a single layer on the baking sheet.
03 - Roast vegetables for 18 to 20 minutes until tender and slightly caramelized; remove from oven.
04 - Reduce oven temperature to 350°F.
05 - In a large bowl, whisk eggs, milk, salt, pepper, and thyme until fully combined.
06 - Lightly grease a 9-inch ovenproof skillet or baking dish.
07 - Distribute roasted vegetables evenly in the skillet; pour egg mixture over the vegetables and top with crumbled goat cheese.
08 - Bake at 350°F for 18 to 22 minutes or until the center is just set.
09 - Let cool for 5 minutes; garnish with fresh herbs if desired. Slice and serve warm or at room temperature.